+88.0%
MSFU vs LCID
-98.0%
+186.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +1.4% |
| 7D | -2.8% | -10.2% | +7.4% | -1.8% |
| 30D | -5.3% | -10.2% | +4.9% | -4.5% |
| 3M | +7.2% | -54.1% | +61.4% | +15.7% |
| 6M | +51.0% | -53.8% | +104.7% | +60.4% |
| YTD | -1.2% | -72.0% | +70.8% | +9.2% |
| 1Y | -10.3% | -80.5% | +70.2% | +2.4% |
| 3Y | +22.2% | -92.6% | +114.8% | +45.3% |
| All | +88.0% | -98.0% | +186.0% | +183.7% |
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 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