+339.4%
MXL vs LCID
-78.4%
+417.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.3% |
| 3M | -3.6% | -11.1% | +7.4% | -4.3% |
| 6M | +328.0% | -59.2% | +387.2% | +426.5% |
| YTD | +297.8% | -60.5% | +358.3% | +386.5% |
| 1Y | +339.4% | -78.5% | +417.9% | +647.7% |
| All | +339.4% | -78.4% | +417.8% | +647.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling