+1,530.9%
MOD vs LCID
-96.3%
+1,627.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.7% | -7.6% | -3.5% |
| 7D | -17.8% | +24.8% | -42.7% | -20.5% |
| 30D | -43.2% | -0.5% | -42.7% | -43.6% |
| 3M | -46.0% | -43.0% | -3.1% | -42.5% |
| 6M | -62.2% | -40.5% | -21.7% | -60.9% |
| YTD | -22.8% | -64.3% | +41.5% | -15.1% |
| 1Y | -35.5% | -78.1% | +42.6% | -24.7% |
| 3Y | +128.2% | -90.1% | +218.3% | +178.0% |
| 5Y | +791.6% | -99.1% | +890.7% | +1,137.4% |
| All | +1,530.9% | -96.3% | +1,627.2% | +2,360.2% |
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