+95.0%
MSFU vs LCID
-97.4%
+192.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.1% | -4.9% |
| 7D | +4.0% | +24.8% | -20.8% | +1.5% |
| 30D | -2.3% | -0.5% | -1.8% | -2.7% |
| 3M | +7.1% | -43.0% | +50.1% | +12.9% |
| 6M | +48.9% | -40.5% | +89.4% | +54.0% |
| YTD | +2.4% | -64.3% | +66.8% | +10.4% |
| 1Y | -8.1% | -78.1% | +70.0% | +3.5% |
| 3Y | +25.2% | -90.1% | +115.3% | +44.1% |
| All | +95.0% | -97.4% | +192.4% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling