+215.7%
MXL vs LCID
-92.8%
+308.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.8% | +15.3% | +9.1% |
| 7D | +19.0% | -9.3% | +28.3% | +21.1% |
| 30D | +4.5% | -35.4% | +39.9% | +13.7% |
| 3M | -1.5% | -17.1% | +15.6% | -0.8% |
| 6M | +348.6% | -58.9% | +407.6% | +418.2% |
| YTD | +310.3% | -59.6% | +369.9% | +371.5% |
| 1Y | +344.7% | -78.0% | +422.7% | +480.7% |
| All | +215.7% | -92.8% | +308.5% | +385.2% |
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 · 6 months rolling