+112.4%
MS vs LCID
-99.2%
+211.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -11.0% | -1.6% |
| 7D | -1.6% | +8.9% | -10.5% | -2.4% |
| 30D | -3.8% | -15.4% | +11.6% | -2.5% |
| 3M | -14.6% | -52.9% | +38.3% | -8.8% |
| 6M | -5.1% | -46.8% | +41.8% | -1.6% |
| YTD | +4.5% | -68.9% | +73.4% | +13.8% |
| 1Y | +13.5% | -81.7% | +95.2% | +30.4% |
| 3Y | +160.4% | -92.4% | +252.8% | +210.3% |
| All | +112.4% | -99.2% | +211.7% | +200.0% |
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