+317.0%
MRVL vs LCID
-97.1%
+414.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.2% | +4.5% | -2.9% |
| 7D | +11.0% | -10.2% | +21.2% | +13.1% |
| 30D | -36.1% | -10.2% | -25.9% | -35.0% |
| 3M | -29.4% | -54.1% | +24.7% | -19.0% |
| 6M | -11.9% | -53.8% | +41.9% | -2.5% |
| YTD | +84.8% | -72.0% | +156.8% | +122.0% |
| 1Y | +79.4% | -80.5% | +159.9% | +130.5% |
| 3Y | +195.7% | -92.6% | +288.3% | +317.4% |
| 5Y | +117.2% | -99.3% | +216.5% | +321.0% |
| All | +317.0% | -97.1% | +414.2% | +625.7% |
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