+173.5%
MSFT vs LCID
-96.4%
+269.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.1% |
| 7D | -6.2% | +8.9% | -15.1% | -6.8% |
| 30D | -3.7% | +6.8% | -10.5% | -4.3% |
| 3M | +3.6% | -45.2% | +48.9% | +7.1% |
| 6M | +26.8% | -39.1% | +65.9% | +28.9% |
| YTD | +8.4% | -65.3% | +73.7% | +13.3% |
| 1Y | +3.3% | -78.4% | +81.7% | +10.9% |
| 3Y | +44.3% | -90.3% | +134.6% | +56.8% |
| 5Y | +63.3% | -99.2% | +162.5% | +97.0% |
| All | +173.5% | -96.4% | +269.9% | +240.4% |
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