+189.8%
MU vs LCID
-81.4%
+271.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.4% | -5.3% | +3.8% |
| 7D | -22.0% | +8.9% | -31.0% | -22.6% |
| 30D | -36.6% | -15.4% | -21.1% | -35.3% |
| 3M | -21.7% | -52.9% | +31.2% | -15.9% |
| 6M | +3.5% | -46.8% | +50.4% | +10.4% |
| YTD | +141.9% | -68.9% | +210.8% | +182.3% |
| 1Y | +189.8% | -81.7% | +271.5% | +273.3% |
| All | +189.8% | -81.4% | +271.3% | +273.3% |
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