+168.4%
MO vs LCID
-95.9%
+264.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.3% |
| 7D | -1.0% | -9.1% | +8.1% | -1.0% |
| 30D | +5.8% | -37.6% | +43.4% | +5.7% |
| 3M | -4.5% | -11.1% | +6.5% | -4.5% |
| 6M | +5.7% | -59.2% | +64.9% | +5.5% |
| YTD | +23.1% | -60.5% | +83.6% | +22.8% |
| 1Y | +10.9% | -78.5% | +89.4% | +10.5% |
| 3Y | +96.1% | -92.8% | +189.0% | +95.2% |
| 5Y | +100.1% | -97.9% | +198.0% | +97.3% |
| All | +168.4% | -95.9% | +264.4% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling