+1,428.6%
MOD vs LCID
-96.8%
+1,525.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +4.4% |
| 7D | -25.5% | +8.9% | -34.5% | -26.7% |
| 30D | -49.0% | -15.4% | -33.6% | -48.2% |
| 3M | -49.8% | -52.9% | +3.0% | -45.2% |
| 6M | -64.8% | -46.8% | -17.9% | -63.0% |
| YTD | -27.6% | -68.9% | +41.2% | -19.0% |
| 1Y | -35.2% | -81.7% | +46.5% | -22.6% |
| 3Y | +137.1% | -92.4% | +229.5% | +197.4% |
| 5Y | +760.3% | -99.2% | +859.5% | +1,115.1% |
| All | +1,428.6% | -96.8% | +1,525.4% | +2,246.3% |
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 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