+162.2%
MSFT vs LCID
-95.4%
+257.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.1% |
| 7D | -2.7% | -6.6% | +3.9% | -2.3% |
| 30D | +2.7% | -30.1% | +32.9% | +4.9% |
| 3M | +17.0% | -17.6% | +34.6% | +17.2% |
| 6M | +23.8% | -54.4% | +78.3% | +28.1% |
| YTD | +4.0% | -55.7% | +59.7% | +7.4% |
| 1Y | -0.8% | -71.0% | +70.2% | +4.7% |
| 3Y | +55.6% | -92.6% | +148.2% | +73.2% |
| 5Y | +72.9% | -97.6% | +170.5% | +104.1% |
| All | +162.2% | -95.4% | +257.6% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling