+2,444.0%
MULL vs LCID
-80.0%
+2,524.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | +14.0% | +1.8% | +12.2% | +13.5% |
| 30D | +24.8% | -34.2% | +59.0% | +38.7% |
| 3M | -16.1% | -9.1% | -7.0% | -20.8% |
| 6M | +330.9% | -52.6% | +383.5% | +413.9% |
| YTD | +545.0% | -56.2% | +601.2% | +676.2% |
| 1Y | +2,427.1% | -74.9% | +2,502.0% | +3,554.7% |
| All | +2,444.0% | -80.0% | +2,524.0% | +3,444.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling