+76.3%
MSFU vs LCID
-96.8%
+173.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.4% |
| 7D | -5.7% | -6.6% | +0.9% | -5.0% |
| 30D | +4.2% | -30.1% | +34.3% | +8.0% |
| 3M | +27.9% | -17.6% | +45.5% | +28.6% |
| 6M | +37.1% | -54.4% | +91.5% | +45.4% |
| YTD | -7.4% | -55.7% | +48.3% | -2.0% |
| 1Y | -19.6% | -71.0% | +51.4% | -11.9% |
| 3Y | +33.2% | -92.6% | +125.8% | +62.0% |
| All | +76.3% | -96.8% | +173.1% | +154.7% |
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 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