+3.2%
MSFT vs LCID
-80.6%
+83.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.3% | +11.7% | +1.2% |
| 7D | -2.4% | +9.2% | -11.6% | -3.2% |
| 30D | -3.8% | -3.0% | -0.8% | -3.9% |
| 3M | +6.4% | -50.2% | +56.6% | +10.6% |
| 6M | +28.8% | -45.8% | +74.6% | +31.6% |
| YTD | +8.8% | -69.2% | +78.0% | +13.1% |
| 1Y | +3.2% | -80.4% | +83.5% | +6.9% |
| All | +3.2% | -80.6% | +83.7% | +6.9% |
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