-32.2%
MOS vs LCID
-99.2%
+67.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -11.6% | +14.9% | +4.4% |
| 7D | +22.5% | -6.9% | +29.4% | +23.3% |
| 30D | +6.6% | -28.4% | +35.0% | +9.8% |
| 3M | -3.8% | -55.5% | +51.7% | +3.5% |
| 6M | -2.2% | -52.3% | +50.1% | +2.7% |
| YTD | -4.8% | -71.8% | +67.0% | +4.5% |
| 1Y | -11.7% | -82.7% | +71.0% | +1.4% |
| 3Y | -26.5% | -93.5% | +67.0% | -11.3% |
| 5Y | -32.2% | -99.3% | +67.1% | -6.9% |
| All | -32.2% | -99.2% | +67.0% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling