+62.9%
MNST vs LCID
-93.0%
+155.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.4% | -14.8% | -4.5% |
| 7D | -3.4% | +8.9% | -12.4% | -3.5% |
| 30D | +6.6% | -15.4% | +22.0% | +6.7% |
| 3M | -2.9% | -52.9% | +50.0% | -2.3% |
| 6M | +18.4% | -46.8% | +65.3% | +18.9% |
| YTD | +19.3% | -68.9% | +88.1% | +20.2% |
| 1Y | +37.9% | -81.7% | +119.6% | +39.8% |
| 3Y | +62.9% | -92.4% | +155.3% | +65.6% |
| All | +62.9% | -93.0% | +155.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling