+366.2%
MULL vs LCID
-78.8%
+445.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | -2.7% | +26.7% | +24.7% |
| 7D | -2.5% | +8.9% | -11.4% | -3.7% |
| 30D | -40.1% | +6.8% | -46.9% | -40.6% |
| 3M | -28.2% | -45.2% | +17.0% | -19.4% |
| 6M | -39.6% | -39.1% | -0.4% | -33.4% |
| YTD | +262.6% | -65.3% | +327.9% | +382.2% |
| 1Y | +366.2% | -78.4% | +444.6% | +645.6% |
| All | +366.2% | -78.8% | +445.0% | +645.6% |
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