+160.4%
MS vs LCID
-93.0%
+253.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -11.0% | -1.3% |
| 7D | -1.6% | +8.9% | -10.5% | -2.2% |
| 30D | -3.8% | -15.4% | +11.6% | -2.8% |
| 3M | -14.6% | -52.9% | +38.3% | -10.2% |
| 6M | -5.1% | -46.8% | +41.8% | -2.4% |
| YTD | +4.5% | -68.9% | +73.4% | +12.1% |
| 1Y | +13.5% | -81.7% | +95.2% | +27.1% |
| 3Y | +160.4% | -92.4% | +252.8% | +212.6% |
| All | +160.4% | -93.0% | +253.4% | +212.6% |
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