+102.8%
MSI vs LCID
-97.6%
+200.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -3.7% | -6.6% | +2.9% | -3.5% |
| 30D | +6.8% | -30.1% | +37.0% | +8.1% |
| 3M | +14.3% | -17.6% | +31.9% | +14.5% |
| 6M | -1.6% | -54.4% | +52.9% | +0.5% |
| YTD | +22.8% | -55.7% | +78.5% | +25.2% |
| 1Y | -1.1% | -71.0% | +69.9% | +2.2% |
| 3Y | +70.5% | -92.6% | +163.1% | +83.4% |
| All | +102.8% | -97.6% | +200.4% | +136.9% |
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 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