+142.3%
MP vs LCID
-96.3%
+238.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -4.5% |
| 7D | -3.6% | +24.8% | -28.5% | -8.9% |
| 30D | -21.0% | -0.5% | -20.5% | -21.5% |
| 3M | -33.3% | -43.0% | +9.7% | -24.8% |
| 6M | -45.9% | -40.5% | -5.4% | -42.4% |
| YTD | -27.8% | -64.3% | +36.5% | -14.3% |
| 1Y | -43.2% | -78.1% | +34.9% | -24.1% |
| 3Y | +144.0% | -90.1% | +234.1% | +257.8% |
| 5Y | -6.1% | -99.1% | +93.0% | +109.2% |
| All | +142.3% | -96.3% | +238.6% | +341.3% |
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