-12.8%
DT vs LCID
-92.2%
+79.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | +0.2% |
| 7D | +3.1% | -10.2% | +13.3% | +3.5% |
| 30D | -29.5% | -10.2% | -19.4% | -29.3% |
| 3M | -11.7% | -54.1% | +42.4% | -9.0% |
| 6M | +29.0% | -53.8% | +82.8% | +31.4% |
| YTD | +3.4% | -72.0% | +75.4% | +7.8% |
| 1Y | -4.2% | -80.5% | +76.3% | +1.8% |
| 3Y | -12.8% | -92.6% | +79.7% | -4.9% |
| All | -12.8% | -92.2% | +79.3% | -4.9% |
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 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