+114.0%
MS vs LCID
-99.2%
+213.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.6% | -4.8% |
| 7D | -3.4% | -6.9% | +3.5% | -2.8% |
| 30D | -3.9% | -28.4% | +24.5% | -1.1% |
| 3M | -15.9% | -55.5% | +39.6% | -9.7% |
| 6M | -2.5% | -52.3% | +49.8% | +2.2% |
| YTD | +5.1% | -71.8% | +76.9% | +15.5% |
| 1Y | +13.0% | -82.7% | +95.7% | +30.4% |
| 3Y | +160.7% | -93.5% | +254.2% | +216.1% |
| 5Y | +114.0% | -99.3% | +213.3% | +204.2% |
| All | +114.0% | -99.2% | +213.2% | +204.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling