+87.3%
MSFU vs LCID
-97.7%
+185.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.3% | +12.1% | +2.1% |
| 7D | -4.9% | +9.2% | -14.2% | -6.1% |
| 30D | -9.1% | -3.0% | -6.1% | -9.1% |
| 3M | +8.7% | -50.2% | +58.9% | +16.2% |
| 6M | +48.3% | -45.8% | +94.1% | +55.0% |
| YTD | -1.6% | -69.2% | +67.6% | +7.7% |
| 1Y | -13.6% | -80.4% | +66.8% | -1.5% |
| 3Y | +20.2% | -91.4% | +111.6% | +40.6% |
| All | +87.3% | -97.7% | +185.1% | +179.7% |
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 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