+52.3%
MSFT vs LCID
-93.0%
+145.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.5% |
| 7D | +1.7% | +8.9% | -7.3% | +1.2% |
| 30D | +0.2% | -15.4% | +15.6% | +0.7% |
| 3M | +6.4% | -52.9% | +59.2% | +9.6% |
| 6M | +28.7% | -46.8% | +75.5% | +31.0% |
| YTD | +10.4% | -68.9% | +79.3% | +14.1% |
| 1Y | +7.6% | -81.7% | +89.3% | +13.1% |
| 3Y | +52.3% | -92.4% | +144.7% | +58.2% |
| All | +52.3% | -93.0% | +145.3% | +58.2% |
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