+148.1%
MTZ vs LCID
-92.6%
+240.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | -1.6% | -6.6% | +5.0% | -0.7% |
| 30D | -11.1% | -30.1% | +19.1% | -6.9% |
| 3M | -36.7% | -17.6% | -19.1% | -36.3% |
| 6M | -21.9% | -54.4% | +32.5% | -14.8% |
| YTD | +9.1% | -55.7% | +64.8% | +18.6% |
| 1Y | +30.0% | -71.0% | +101.0% | +49.7% |
| All | +148.1% | -92.6% | +240.6% | +255.8% |
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 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