-19.1%
MXL vs LCID
-99.3%
+80.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.2% | +3.8% | -3.2% |
| 7D | +13.4% | -10.2% | +23.6% | +16.2% |
| 30D | -29.2% | -10.2% | -19.0% | -27.9% |
| 3M | -27.2% | -54.1% | +26.9% | -13.2% |
| 6M | -36.4% | -53.8% | +17.3% | -27.1% |
| YTD | +220.0% | -72.0% | +292.1% | +305.9% |
| 1Y | +304.8% | -80.5% | +385.3% | +459.6% |
| 3Y | +238.5% | -92.6% | +331.0% | +427.2% |
| All | -19.1% | -99.3% | +80.3% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling