+1,540.0%
MU vs LCID
-96.4%
+1,636.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.7% | +14.5% | +12.2% |
| 7D | +2.0% | +8.9% | -6.9% | +1.0% |
| 30D | -18.0% | +6.8% | -24.8% | -18.8% |
| 3M | -6.6% | -45.2% | +38.7% | +0.3% |
| 6M | +2.0% | -39.1% | +41.2% | +5.7% |
| YTD | +184.5% | -65.3% | +249.7% | +213.6% |
| 1Y | +236.9% | -78.4% | +315.3% | +294.3% |
| 3Y | +987.0% | -90.3% | +1,077.3% | +1,224.2% |
| 5Y | +1,014.6% | -99.2% | +1,113.8% | +1,571.2% |
| All | +1,540.0% | -96.4% | +1,636.4% | +2,129.8% |
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 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