+2,421.5%
MULL vs LCID
-76.7%
+2,498.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.8% | +13.2% | +7.0% |
| 7D | +14.8% | -9.3% | +24.1% | +17.0% |
| 30D | +36.6% | -35.4% | +72.0% | +49.0% |
| 3M | -8.9% | -17.1% | +8.2% | -12.1% |
| 6M | +311.9% | -58.9% | +370.9% | +444.1% |
| YTD | +579.8% | -59.6% | +639.4% | +780.4% |
| 1Y | +2,421.5% | -78.0% | +2,499.5% | +4,311.4% |
| All | +2,421.5% | -76.7% | +2,498.3% | +4,311.4% |
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