+91.9%
MO vs LCID
-92.8%
+184.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | -0.4% |
| 7D | -2.4% | -9.3% | +6.9% | -2.4% |
| 30D | +3.6% | -35.4% | +39.0% | +3.5% |
| 3M | -3.7% | -17.1% | +13.4% | -3.7% |
| 6M | +4.5% | -58.9% | +63.4% | +4.3% |
| YTD | +21.5% | -59.6% | +81.1% | +21.2% |
| 1Y | +9.5% | -78.0% | +87.5% | +9.4% |
| All | +91.9% | -92.8% | +184.7% | +96.0% |
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