+32.7%
MOS vs LCID
-96.8%
+129.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.8% |
| 7D | +21.6% | +8.9% | +12.6% | +20.6% |
| 30D | +12.0% | -15.4% | +27.4% | +13.2% |
| 3M | -3.9% | -52.9% | +49.0% | +1.8% |
| 6M | -3.3% | -46.8% | +43.5% | -0.1% |
| YTD | -4.6% | -68.9% | +64.2% | +2.3% |
| 1Y | -7.0% | -81.7% | +74.7% | +4.1% |
| 3Y | -24.4% | -92.4% | +68.0% | -12.9% |
| 5Y | -32.1% | -99.2% | +67.1% | -13.4% |
| All | +32.7% | -96.8% | +129.5% | +70.9% |
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