+52.2%
MOS vs LCID
-95.4%
+147.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.3% |
| 7D | +9.5% | -6.6% | +16.1% | +10.1% |
| 30D | +10.4% | -30.1% | +40.6% | +13.6% |
| 3M | +12.9% | -17.6% | +30.5% | +13.0% |
| 6M | +1.2% | -54.4% | +55.7% | +6.1% |
| YTD | +9.3% | -55.7% | +65.0% | +14.3% |
| 1Y | -18.0% | -71.0% | +53.1% | -11.6% |
| 3Y | -29.0% | -92.6% | +63.6% | -18.0% |
| 5Y | -9.6% | -97.6% | +88.0% | +8.1% |
| All | +52.2% | -95.4% | +147.6% | +90.9% |
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 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