+34.8%
MXL vs LCID
-97.8%
+132.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.8% | +15.3% | +9.4% |
| 7D | +19.0% | -9.3% | +28.3% | +21.5% |
| 30D | +4.5% | -35.4% | +39.9% | +15.7% |
| 3M | -1.5% | -17.1% | +15.6% | -1.0% |
| 6M | +348.6% | -58.9% | +407.6% | +428.8% |
| YTD | +310.3% | -59.6% | +369.9% | +380.6% |
| 1Y | +344.7% | -78.0% | +422.7% | +505.3% |
| 3Y | +211.2% | -92.7% | +303.9% | +397.5% |
| 5Y | +34.8% | -97.8% | +132.7% | +193.4% |
| All | +34.8% | -97.8% | +132.6% | +193.4% |
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