+73.5%
MSFT vs LCID
-97.6%
+171.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.2% |
| 7D | -2.7% | -6.6% | +3.9% | -2.2% |
| 30D | +2.7% | -30.1% | +32.9% | +5.4% |
| 3M | +17.0% | -17.6% | +34.6% | +17.2% |
| 6M | +23.8% | -54.4% | +78.3% | +29.2% |
| YTD | +4.0% | -55.7% | +59.7% | +8.3% |
| 1Y | -0.8% | -71.0% | +70.2% | +6.2% |
| 3Y | +55.6% | -92.6% | +148.2% | +79.8% |
| All | +73.5% | -97.6% | +171.1% | +129.6% |
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