+111.8%
MRK vs LCID
-95.9%
+207.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.9% |
| 7D | -5.0% | -9.1% | +4.1% | -5.0% |
| 30D | +11.0% | -37.6% | +48.6% | +11.1% |
| 3M | +22.4% | -11.1% | +33.5% | +22.4% |
| 6M | +25.4% | -59.2% | +84.6% | +25.5% |
| YTD | +39.5% | -60.5% | +99.9% | +39.6% |
| 1Y | +78.0% | -78.5% | +156.5% | +77.8% |
| 3Y | +45.5% | -92.8% | +138.4% | +45.0% |
| 5Y | +130.3% | -97.9% | +228.2% | +127.9% |
| All | +111.8% | -95.9% | +207.8% | +98.3% |
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