+161.8%
MS vs LCID
-93.7%
+255.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.6% | -5.0% |
| 7D | -3.4% | -6.9% | +3.5% | -2.9% |
| 30D | -3.9% | -28.4% | +24.5% | -1.7% |
| 3M | -15.9% | -55.5% | +39.6% | -11.1% |
| 6M | -2.5% | -52.3% | +49.8% | +1.1% |
| YTD | +5.1% | -71.8% | +76.9% | +13.6% |
| 1Y | +13.0% | -82.7% | +95.7% | +27.0% |
| All | +161.8% | -93.7% | +255.5% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling