-45.5%
MUZ vs LCID
-29.9%
-15.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +9.4% | -22.2% | -11.7% |
| 7D | +14.0% | +20.0% | -6.0% | +15.6% |
| 30D | +57.6% | -5.0% | +62.6% | +59.8% |
| 3M | -3.1% | -48.9% | +45.8% | +4.9% |
| All | -45.5% | -29.9% | -15.6% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling