-4.0%
MOS vs LCID
-55.7%
+51.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +11.6% | +5.8% | +15.4% |
| 7D | +17.9% | -1.2% | +19.1% | +16.0% |
| 30D | +1.6% | -19.2% | +20.7% | +0.8% |
| 3M | -4.0% | -56.7% | +52.7% | -10.2% |
| All | -4.0% | -55.7% | +51.7% | -10.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling