+1,578.8%
MOD vs LCID
-96.8%
+1,675.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.9% |
| 7D | +16.1% | +9.2% | +6.9% | +14.7% |
| 30D | -38.5% | -3.0% | -35.5% | -38.8% |
| 3M | -46.8% | -50.2% | +3.4% | -42.4% |
| 6M | -61.6% | -45.8% | -15.8% | -59.8% |
| YTD | -20.5% | -69.2% | +48.7% | -11.0% |
| 1Y | -28.0% | -80.4% | +52.4% | -14.8% |
| 3Y | +134.9% | -91.4% | +226.4% | +191.3% |
| 5Y | +833.2% | -99.3% | +932.4% | +1,219.9% |
| All | +1,578.8% | -96.8% | +1,675.6% | +2,477.8% |
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