+122.0%
MS vs LCID
-99.3%
+221.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.3% | +10.6% | +0.3% |
| 7D | +3.7% | +9.2% | -5.5% | +2.6% |
| 30D | +2.0% | -3.0% | +5.0% | +1.9% |
| 3M | -12.6% | -50.2% | +37.7% | -7.2% |
| 6M | -0.3% | -45.8% | +45.6% | +3.0% |
| YTD | +9.0% | -69.2% | +78.2% | +18.6% |
| 1Y | +13.9% | -80.4% | +94.2% | +29.6% |
| 3Y | +173.6% | -91.4% | +265.1% | +221.0% |
| 5Y | +122.0% | -99.3% | +221.2% | +211.5% |
| All | +122.0% | -99.3% | +221.2% | +211.5% |
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