+159.2%
MSFT vs LCID
-95.5%
+254.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -1.4% | +1.8% | -3.2% | -1.5% |
| 30D | -1.0% | -34.2% | +33.2% | +1.4% |
| 3M | +20.2% | -9.1% | +29.3% | +19.8% |
| 6M | +21.3% | -52.6% | +73.9% | +25.2% |
| YTD | +2.8% | -56.2% | +59.0% | +6.3% |
| 1Y | 0.0% | -74.9% | +74.9% | +6.5% |
| 3Y | +51.2% | -92.1% | +143.3% | +67.4% |
| 5Y | +71.4% | -97.6% | +169.0% | +102.4% |
| All | +159.2% | -95.5% | +254.7% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling