+2,302.1%
MULL vs LCID
-81.8%
+2,384.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | -8.4% | -9.8% | +1.4% | -6.1% |
| 30D | +9.7% | -35.5% | +45.2% | +22.4% |
| 3M | -26.8% | -18.4% | -8.4% | -29.2% |
| 6M | +220.7% | -60.5% | +281.2% | +303.0% |
| YTD | +509.0% | -60.1% | +569.1% | +649.3% |
| 1Y | +1,739.5% | -78.8% | +1,818.3% | +2,685.7% |
| All | +2,302.1% | -81.8% | +2,384.0% | +3,321.9% |
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 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