+28.3%
DT vs LCID
-95.8%
+124.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +1.5% |
| 7D | -0.5% | -9.3% | +8.8% | +0.5% |
| 30D | +0.1% | -35.4% | +35.5% | +4.7% |
| 3M | +24.1% | -17.1% | +41.2% | +23.7% |
| 6M | +30.1% | -58.9% | +89.1% | +39.8% |
| YTD | +16.8% | -59.6% | +76.4% | +24.9% |
| 1Y | -0.1% | -78.0% | +77.9% | +14.5% |
| 3Y | +6.8% | -92.7% | +99.5% | +31.5% |
| 5Y | -28.4% | -97.8% | +69.5% | +1.9% |
| All | +28.3% | -95.8% | +124.1% | +82.7% |
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