+1,211.6%
MULL vs LCID
-87.3%
+1,298.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.2% | +4.0% | -2.5% |
| 7D | +24.5% | -10.2% | +34.7% | +28.1% |
| 30D | -35.5% | -10.2% | -25.3% | -33.1% |
| 3M | -44.8% | -54.1% | +9.3% | -31.9% |
| 6M | -45.5% | -53.8% | +8.3% | -35.7% |
| YTD | +232.5% | -72.0% | +304.6% | +353.5% |
| 1Y | +343.3% | -80.5% | +423.8% | +581.8% |
| All | +1,211.6% | -87.3% | +1,298.8% | +1,971.3% |
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 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