-8.1%
DT vs LCID
-93.0%
+84.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -11.0% | -1.1% |
| 7D | -24.7% | +8.9% | -33.6% | -25.0% |
| 30D | -27.4% | -15.4% | -11.9% | -26.9% |
| 3M | -11.1% | -52.9% | +41.8% | -8.4% |
| 6M | +13.7% | -46.8% | +60.5% | +15.1% |
| YTD | +0.2% | -68.9% | +69.1% | +4.1% |
| 1Y | -5.7% | -81.7% | +76.0% | +0.7% |
| 3Y | -8.1% | -92.4% | +84.3% | +0.1% |
| All | -8.1% | -93.0% | +84.9% | +0.1% |
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