+422.2%
MS vs LCID
-95.4%
+517.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | +0.1% |
| 7D | +1.4% | -6.6% | +8.0% | +1.9% |
| 30D | -0.3% | -30.1% | +29.9% | +2.4% |
| 3M | +0.3% | -17.6% | +17.9% | +0.2% |
| 6M | +31.3% | -54.4% | +85.8% | +37.4% |
| YTD | +24.7% | -55.7% | +80.4% | +30.3% |
| 1Y | +47.9% | -71.0% | +119.0% | +59.4% |
| 3Y | +178.3% | -92.6% | +271.0% | +221.1% |
| 5Y | +144.9% | -97.6% | +242.5% | +195.4% |
| All | +422.2% | -95.4% | +517.6% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling