+2,523.1%
MULL vs LCID
-79.8%
+2,602.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.1% | +11.4% |
| 7D | +17.3% | -6.6% | +23.9% | +19.4% |
| 30D | +23.5% | -30.1% | +53.6% | +35.1% |
| 3M | -24.0% | -17.6% | -6.4% | -24.6% |
| 6M | +276.7% | -54.4% | +331.2% | +356.0% |
| YTD | +565.1% | -55.7% | +620.8% | +698.1% |
| 1Y | +2,802.6% | -71.0% | +2,873.6% | +3,912.2% |
| All | +2,523.1% | -79.8% | +2,602.9% | +3,544.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling