+98.3%
MO vs LCID
-97.6%
+195.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -1.0% |
| 7D | -2.0% | +1.8% | -3.8% | -2.0% |
| 30D | -0.3% | -34.2% | +34.0% | -0.4% |
| 3M | -2.9% | -9.1% | +6.2% | -2.9% |
| 6M | +5.8% | -52.6% | +58.4% | +5.5% |
| YTD | +22.0% | -56.2% | +78.2% | +21.7% |
| 1Y | +10.7% | -74.9% | +85.6% | +10.2% |
| 3Y | +94.4% | -92.1% | +186.4% | +93.1% |
| All | +98.3% | -97.6% | +195.9% | +92.7% |
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