+101.3%
MNST vs LCID
-99.2%
+200.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.4% | -14.8% | -4.8% |
| 7D | -3.4% | +8.9% | -12.4% | -3.8% |
| 30D | +6.6% | -15.4% | +22.0% | +7.1% |
| 3M | -2.9% | -52.9% | +50.0% | -0.6% |
| 6M | +18.4% | -46.8% | +65.3% | +20.0% |
| YTD | +19.3% | -68.9% | +88.1% | +22.9% |
| 1Y | +37.9% | -81.7% | +119.6% | +45.1% |
| 3Y | +62.9% | -92.4% | +155.3% | +73.9% |
| All | +101.3% | -99.2% | +200.6% | +142.3% |
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 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