+62.4%
MSFT vs LCID
-99.3%
+161.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.9% |
| 7D | -1.3% | -10.2% | +8.9% | -0.5% |
| 30D | -1.8% | -10.2% | +8.3% | -1.3% |
| 3M | +5.6% | -54.1% | +59.7% | +11.7% |
| 6M | +29.8% | -53.8% | +83.6% | +35.5% |
| YTD | +9.0% | -72.0% | +81.1% | +17.5% |
| 1Y | +4.9% | -80.5% | +85.5% | +16.2% |
| 3Y | +46.2% | -92.6% | +138.8% | +67.0% |
| All | +62.4% | -99.3% | +161.8% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling