+129.6%
MTUM vs LCID
-95.5%
+225.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.3% |
| 7D | +4.1% | +1.8% | +2.3% | +4.0% |
| 30D | -0.2% | -34.2% | +34.0% | +2.5% |
| 3M | -1.9% | -9.1% | +7.2% | -2.5% |
| 6M | +28.1% | -52.6% | +80.7% | +32.8% |
| YTD | +23.6% | -56.2% | +79.8% | +28.4% |
| 1Y | +26.1% | -74.9% | +101.0% | +35.5% |
| 3Y | +116.8% | -92.1% | +208.9% | +142.5% |
| 5Y | +80.0% | -97.6% | +177.6% | +112.5% |
| All | +129.6% | -95.5% | +225.1% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling