+98.0%
MNST vs LCID
-99.3%
+197.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.3% | +11.7% | +0.8% |
| 7D | -4.7% | +9.2% | -14.0% | -5.1% |
| 30D | +5.2% | -3.0% | +8.2% | +5.1% |
| 3M | -0.9% | -50.2% | +49.3% | +1.3% |
| 6M | +6.1% | -45.8% | +52.0% | +7.4% |
| YTD | +18.9% | -69.2% | +88.1% | +22.6% |
| 1Y | +29.3% | -80.4% | +109.7% | +35.7% |
| 3Y | +64.9% | -91.4% | +156.3% | +74.6% |
| 5Y | +98.0% | -99.3% | +197.3% | +139.4% |
| All | +98.0% | -99.3% | +197.3% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling