+263.3%
MSI vs LCID
-97.1%
+360.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.4% |
| 7D | +3.2% | -10.2% | +13.4% | +3.5% |
| 30D | +17.6% | -10.2% | +27.8% | +17.8% |
| 3M | +14.5% | -54.1% | +68.6% | +16.9% |
| 6M | +34.3% | -53.8% | +88.0% | +36.5% |
| YTD | +39.7% | -72.0% | +111.8% | +43.8% |
| 1Y | +40.2% | -80.5% | +120.7% | +45.7% |
| 3Y | +77.1% | -92.6% | +169.7% | +86.1% |
| 5Y | +124.0% | -99.3% | +223.4% | +150.6% |
| All | +263.3% | -97.1% | +360.5% | +327.8% |
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