+5.2%
MOH vs LCID
-95.8%
+101.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -1.0% |
| 7D | -4.2% | -9.3% | +5.2% | -4.0% |
| 30D | -2.4% | -35.4% | +33.0% | -1.6% |
| 3M | -4.4% | -17.1% | +12.7% | -4.4% |
| 6M | +32.9% | -58.9% | +91.9% | +35.0% |
| YTD | +11.9% | -59.6% | +71.5% | +13.4% |
| 1Y | +6.9% | -78.0% | +84.9% | +10.6% |
| 3Y | -39.4% | -92.7% | +53.3% | -36.3% |
| 5Y | -25.0% | -97.8% | +72.9% | -19.3% |
| All | +5.2% | -95.8% | +101.0% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling