+77.3%
MTUM vs LCID
-97.9%
+175.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | +1.2% | -9.1% | +10.4% | +1.9% |
| 30D | -1.7% | -37.6% | +35.9% | +1.5% |
| 3M | -0.5% | -11.1% | +10.6% | -1.0% |
| 6M | +22.3% | -59.2% | +81.5% | +28.6% |
| YTD | +21.4% | -60.5% | +81.8% | +27.5% |
| 1Y | +20.0% | -78.5% | +98.5% | +31.4% |
| 3Y | +113.0% | -92.8% | +205.8% | +143.3% |
| 5Y | +77.3% | -97.9% | +175.2% | +125.8% |
| All | +77.3% | -97.9% | +175.2% | +125.8% |
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 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