-95.3%
LCID vs TAP
+31.9%
-127.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | +1.8% | -2.3% | +4.1% | +2.1% |
| 30D | -34.2% | -9.4% | -24.8% | -33.3% |
| 3M | -9.1% | -0.8% | -8.3% | -9.0% |
| 6M | -52.6% | -14.7% | -37.9% | -51.6% |
| YTD | -56.2% | -13.9% | -42.3% | -55.5% |
| 1Y | -74.9% | -18.6% | -56.3% | -74.3% |
| 3Y | -92.1% | -32.0% | -60.1% | -91.8% |
| 5Y | -97.6% | -1.0% | -96.6% | -97.5% |
| All | -95.3% | +31.9% | -127.2% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TAP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling