+30.9%
MSFU vs LCID
-93.0%
+124.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.3% | -2.9% |
| 7D | +2.5% | +8.9% | -6.5% | +1.7% |
| 30D | -1.3% | -15.4% | +14.1% | -0.1% |
| 3M | +8.6% | -52.9% | +61.5% | +15.5% |
| 6M | +48.4% | -46.8% | +95.2% | +54.2% |
| YTD | +1.6% | -68.9% | +70.4% | +9.0% |
| 1Y | -5.8% | -81.7% | +75.9% | +4.6% |
| 3Y | +30.9% | -92.4% | +123.3% | +43.9% |
| All | +30.9% | -93.0% | +124.0% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling