+1,365.7%
MU vs LCID
-96.3%
+1,462.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.7% |
| 7D | -15.2% | +24.8% | -40.0% | -17.6% |
| 30D | -29.5% | -0.5% | -29.0% | -29.6% |
| 3M | -15.8% | -43.0% | +27.2% | -10.0% |
| 6M | -2.9% | -40.5% | +37.7% | +0.9% |
| YTD | +154.2% | -64.3% | +218.6% | +179.4% |
| 1Y | +186.6% | -78.1% | +264.6% | +234.9% |
| 3Y | +871.5% | -90.1% | +961.6% | +1,079.9% |
| 5Y | +911.7% | -99.1% | +1,010.8% | +1,405.0% |
| All | +1,365.7% | -96.3% | +1,462.1% | +1,886.7% |
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