+1,382.0%
MU vs LCID
-96.5%
+1,478.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.2% | +5.0% |
| 7D | -12.0% | +20.0% | -32.0% | -14.1% |
| 30D | -28.7% | -5.0% | -23.7% | -28.4% |
| 3M | -16.4% | -48.9% | +32.4% | -9.5% |
| 6M | -1.8% | -43.2% | +41.4% | +2.6% |
| YTD | +157.1% | -65.9% | +223.0% | +184.3% |
| 1Y | +208.5% | -79.2% | +287.7% | +263.1% |
| 3Y | +906.2% | -90.4% | +996.6% | +1,127.9% |
| 5Y | +893.4% | -99.2% | +992.6% | +1,393.4% |
| All | +1,382.0% | -96.5% | +1,478.5% | +1,921.4% |
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