+36.5%
MOS vs LCID
-96.3%
+132.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.8% | +0.6% |
| 7D | +24.8% | +24.8% | 0.0% | +22.3% |
| 30D | +22.7% | -0.5% | +23.2% | +22.3% |
| 3M | -1.2% | -43.0% | +41.7% | +2.9% |
| 6M | +5.5% | -40.5% | +46.1% | +8.0% |
| YTD | -2.0% | -64.3% | +62.4% | +4.0% |
| 1Y | -7.9% | -78.1% | +70.1% | +1.4% |
| 3Y | -25.0% | -90.1% | +65.1% | -15.3% |
| 5Y | -27.7% | -99.1% | +71.3% | -9.1% |
| All | +36.5% | -96.3% | +132.8% | +73.6% |
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