+189.8%
MXL vs LCID
-95.9%
+285.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | +16.6% | -9.1% | +25.8% | +18.7% |
| 30D | +0.5% | -37.6% | +38.1% | +10.4% |
| 3M | -3.6% | -11.1% | +7.4% | -4.4% |
| 6M | +328.0% | -59.2% | +387.2% | +392.7% |
| YTD | +297.8% | -60.5% | +358.3% | +357.3% |
| 1Y | +339.4% | -78.5% | +417.9% | +472.3% |
| 3Y | +201.7% | -92.8% | +294.6% | +346.0% |
| 5Y | +32.8% | -97.9% | +130.7% | +140.9% |
| All | +189.8% | -95.9% | +285.7% | +409.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling