+9.0%
MSFT vs LCID
-79.4%
+88.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +11.6% | -4.9% | +5.9% |
| 7D | +4.7% | -1.2% | +5.8% | +4.6% |
| 30D | +5.8% | -19.2% | +25.0% | +6.9% |
| 3M | +13.0% | -56.7% | +69.7% | +18.3% |
| 6M | +34.9% | -49.6% | +84.5% | +37.8% |
| YTD | +15.7% | -68.1% | +83.8% | +19.4% |
| 1Y | +9.0% | -79.4% | +88.4% | +11.7% |
| All | +9.0% | -79.4% | +88.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling