+4.3%
MUB vs LCID
-95.8%
+100.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | -0.5% |
| 7D | -0.7% | -9.3% | +8.6% | -0.7% |
| 30D | -2.0% | -35.4% | +33.4% | -1.8% |
| 3M | -2.5% | -17.1% | +14.6% | -2.5% |
| 6M | -2.3% | -58.9% | +56.6% | -2.0% |
| YTD | -1.3% | -59.6% | +58.3% | -1.0% |
| 1Y | +1.1% | -78.0% | +79.1% | +1.7% |
| 3Y | +8.2% | -92.7% | +100.9% | +9.0% |
| 5Y | +1.5% | -97.8% | +99.3% | +2.4% |
| All | +4.3% | -95.8% | +100.1% | +5.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling