+135.3%
MP vs LCID
-96.8%
+232.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.4% | -5.5% | +2.5% |
| 7D | -10.5% | +8.9% | -19.5% | -12.6% |
| 30D | -23.5% | -15.4% | -8.1% | -21.0% |
| 3M | -25.4% | -52.9% | +27.4% | -12.1% |
| 6M | -51.3% | -46.8% | -4.4% | -46.7% |
| YTD | -29.9% | -68.9% | +39.0% | -14.0% |
| 1Y | -31.8% | -81.7% | +49.8% | -5.0% |
| 3Y | +127.0% | -92.4% | +219.4% | +254.4% |
| 5Y | -3.3% | -99.2% | +95.9% | +124.0% |
| All | +135.3% | -96.8% | +232.1% | +342.9% |
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 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