+162.2%
MXL vs LCID
-95.4%
+257.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.2% |
| 7D | +1.6% | -6.6% | +8.2% | +3.1% |
| 30D | -7.0% | -30.1% | +23.2% | +0.1% |
| 3M | -33.4% | -17.6% | -15.8% | -32.6% |
| 6M | +260.2% | -54.4% | +314.6% | +306.3% |
| YTD | +260.0% | -55.7% | +315.7% | +305.2% |
| 1Y | +303.5% | -71.0% | +374.5% | +394.4% |
| 3Y | +160.4% | -92.6% | +253.1% | +283.7% |
| 5Y | +14.7% | -97.6% | +112.3% | +103.4% |
| All | +162.2% | -95.4% | +257.6% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling