+34.1%
MSCI vs LCID
-93.0%
+127.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -2.7% |
| 7D | +2.8% | +8.9% | -6.1% | +2.4% |
| 30D | +15.4% | -15.4% | +30.8% | +16.0% |
| 3M | +13.4% | -52.9% | +66.3% | +16.6% |
| 6M | +10.9% | -46.8% | +57.8% | +12.6% |
| YTD | +13.0% | -68.9% | +81.8% | +16.9% |
| 1Y | +12.0% | -81.7% | +93.7% | +18.5% |
| 3Y | +34.1% | -92.4% | +126.5% | +43.8% |
| All | +34.1% | -93.0% | +127.1% | +43.8% |
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