+128.4%
MTUM vs LCID
-95.9%
+224.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.7% | -9.8% | +10.5% | +1.4% |
| 30D | -2.4% | -35.5% | +33.0% | +0.3% |
| 3M | -3.6% | -18.4% | +14.7% | -3.5% |
| 6M | +23.7% | -60.5% | +84.1% | +29.7% |
| YTD | +22.9% | -60.1% | +83.0% | +28.4% |
| 1Y | +21.8% | -78.8% | +100.6% | +32.3% |
| 3Y | +114.4% | -92.8% | +207.2% | +141.2% |
| 5Y | +79.6% | -97.9% | +177.4% | +113.7% |
| All | +128.4% | -95.9% | +224.2% | +178.0% |
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 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