+265.1%
MU vs LCID
-79.4%
+344.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +11.6% | -18.6% | -8.2% |
| 7D | -19.1% | -1.2% | -17.9% | -19.0% |
| 30D | -25.2% | -19.2% | -6.1% | -23.5% |
| 3M | -10.9% | -56.7% | +45.8% | -3.4% |
| 6M | +38.0% | -49.6% | +87.6% | +48.6% |
| YTD | +178.8% | -68.1% | +246.9% | +226.8% |
| 1Y | +265.1% | -79.4% | +344.5% | +387.9% |
| All | +265.1% | -79.4% | +344.5% | +387.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling