-36.9%
MULL vs LCID
-45.6%
+8.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | -0.9% |
| 7D | +43.3% | +9.2% | +34.1% | +40.4% |
| 30D | -37.4% | -3.0% | -34.5% | -36.5% |
| 3M | -36.8% | -50.2% | +13.4% | -32.7% |
| 6M | -36.9% | -45.8% | +9.0% | -15.9% |
| All | -36.9% | -45.6% | +8.7% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling