+352.6%
MS vs LCID
-96.3%
+448.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | -0.1% |
| 7D | +0.8% | +24.8% | -24.0% | -1.1% |
| 30D | -0.7% | -0.5% | -0.2% | -1.0% |
| 3M | -12.4% | -43.0% | +30.6% | -8.9% |
| 6M | -1.7% | -40.5% | +38.8% | +0.3% |
| YTD | +8.0% | -64.3% | +72.4% | +14.4% |
| 1Y | +16.2% | -78.1% | +94.3% | +27.9% |
| 3Y | +171.3% | -90.1% | +261.4% | +204.9% |
| 5Y | +124.8% | -99.1% | +223.8% | +182.4% |
| All | +352.6% | -96.3% | +448.9% | +455.0% |
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