+475.1%
MULL vs LCID
-79.4%
+554.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +11.6% | -25.3% | -16.2% |
| 7D | -35.9% | -1.2% | -34.7% | -35.8% |
| 30D | -47.3% | -19.2% | -28.2% | -44.9% |
| 3M | -30.6% | -56.7% | +26.1% | -18.5% |
| 6M | +13.7% | -49.6% | +63.3% | +31.5% |
| YTD | +272.1% | -68.1% | +340.2% | +409.8% |
| 1Y | +475.1% | -79.4% | +554.5% | +936.9% |
| All | +475.1% | -79.4% | +554.4% | +936.9% |
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