+360.0%
MS vs LCID
-96.4%
+456.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.3% | +1.8% |
| 7D | -1.7% | +8.9% | -10.6% | -2.5% |
| 30D | +0.9% | +6.8% | -5.9% | +0.1% |
| 3M | -10.8% | -45.2% | +34.4% | -7.0% |
| 6M | +0.9% | -39.1% | +40.0% | +2.8% |
| YTD | +9.8% | -65.3% | +75.1% | +16.5% |
| 1Y | +17.1% | -78.4% | +95.5% | +29.0% |
| 3Y | +175.7% | -90.3% | +266.0% | +210.5% |
| 5Y | +125.9% | -99.2% | +225.0% | +185.4% |
| All | +360.0% | -96.4% | +456.4% | +465.2% |
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