+7.3%
DT vs LCID
-92.2%
+99.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -1.7% |
| 7D | -3.3% | -6.6% | +3.3% | -3.0% |
| 30D | +2.0% | -30.1% | +32.2% | +3.7% |
| 3M | +20.0% | -17.6% | +37.6% | +19.5% |
| 6M | +39.3% | -54.4% | +93.7% | +43.1% |
| YTD | +19.8% | -55.7% | +75.5% | +22.9% |
| 1Y | +4.3% | -71.0% | +75.3% | +9.5% |
| All | +7.3% | -92.2% | +99.6% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling