-91.0%
MSTU vs LCID
-90.0%
-1.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.7% | -12.0% | -9.6% |
| 7D | -21.7% | +24.8% | -46.6% | -30.2% |
| 30D | -42.8% | -0.5% | -42.2% | -42.6% |
| 3M | +21.4% | -43.0% | +64.4% | +58.1% |
| 6M | -74.1% | -40.5% | -33.6% | -69.9% |
| YTD | -72.4% | -64.3% | -8.1% | -55.9% |
| 1Y | -90.1% | -78.1% | -12.0% | -79.5% |
| All | -91.0% | -90.0% | -1.0% | -63.0% |
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