+13.8%
DT vs LCID
-96.8%
+110.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.3% | +12.8% | +2.7% |
| 7D | +2.7% | +9.2% | -6.5% | +1.5% |
| 30D | -30.4% | -3.0% | -27.4% | -30.4% |
| 3M | -9.4% | -50.2% | +40.8% | -3.1% |
| 6M | +14.5% | -45.8% | +60.4% | +18.6% |
| YTD | +3.6% | -69.2% | +72.8% | +13.4% |
| 1Y | -3.4% | -80.4% | +76.9% | +11.4% |
| 3Y | -11.1% | -91.4% | +80.3% | +5.4% |
| 5Y | -39.5% | -99.3% | +59.8% | -6.6% |
| All | +13.8% | -96.8% | +110.7% | +65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling