+4.8%
MUB vs LCID
-95.5%
+100.3%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.3% |
| 30D | -1.5% | -34.2% | +32.7% | -1.4% |
| 3M | -1.9% | -9.1% | +7.2% | -2.0% |
| 6M | -1.7% | -52.6% | +50.9% | -1.5% |
| YTD | -0.8% | -56.2% | +55.4% | -0.5% |
| 1Y | +1.5% | -74.9% | +76.4% | +2.0% |
| 3Y | +8.8% | -92.1% | +100.8% | +9.5% |
| 5Y | +2.0% | -97.6% | +99.6% | +2.9% |
| All | +4.8% | -95.5% | +100.3% | +6.0% |
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