+144.1%
MP vs LCID
-96.4%
+240.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.4% |
| 7D | +2.3% | +8.9% | -6.6% | +0.1% |
| 30D | -15.3% | +6.8% | -22.1% | -17.3% |
| 3M | -33.5% | -45.2% | +11.7% | -24.3% |
| 6M | -45.5% | -39.1% | -6.4% | -42.3% |
| YTD | -27.3% | -65.3% | +38.0% | -13.1% |
| 1Y | -40.7% | -78.4% | +37.7% | -20.5% |
| 3Y | +145.9% | -90.3% | +236.2% | +262.7% |
| 5Y | -13.9% | -99.2% | +85.3% | +96.2% |
| All | +144.1% | -96.4% | +240.5% | +347.4% |
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