+1,053.2%
MULL vs LCID
-83.8%
+1,137.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -3.9% |
| 7D | -32.2% | +24.8% | -57.1% | -35.8% |
| 30D | -55.4% | -0.5% | -54.9% | -55.0% |
| 3M | -41.3% | -43.0% | +1.7% | -31.9% |
| 6M | -44.9% | -40.5% | -4.4% | -39.5% |
| YTD | +192.4% | -64.3% | +256.7% | +272.8% |
| 1Y | +239.4% | -78.1% | +317.5% | +409.5% |
| All | +1,053.2% | -83.8% | +1,137.0% | +1,602.4% |
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 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