+117.6%
MRK vs LCID
-97.1%
+214.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +0.6% |
| 7D | +0.7% | -10.2% | +10.9% | +0.7% |
| 30D | +0.3% | -10.2% | +10.4% | +0.3% |
| 3M | +9.7% | -54.1% | +63.8% | +10.0% |
| 6M | +32.0% | -53.8% | +85.7% | +32.1% |
| YTD | +43.3% | -72.0% | +115.3% | +43.5% |
| 1Y | +63.7% | -80.5% | +144.2% | +63.9% |
| 3Y | +58.0% | -92.6% | +150.6% | +57.9% |
| 5Y | +105.0% | -99.3% | +204.3% | +104.3% |
| All | +117.6% | -97.1% | +214.7% | +104.0% |
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