+63.5%
MNST vs LCID
-90.3%
+153.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -6.9% | +8.9% | -15.8% | -6.9% |
| 30D | +3.7% | +6.8% | -3.1% | +3.7% |
| 3M | -0.3% | -45.2% | +44.9% | +0.2% |
| 6M | +5.1% | -39.1% | +44.2% | +5.3% |
| YTD | +18.4% | -65.3% | +83.7% | +19.2% |
| 1Y | +26.3% | -78.4% | +104.7% | +27.7% |
| All | +63.5% | -90.3% | +153.8% | +67.3% |
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