-96.4%
LCID vs TAP
+35.3%
-131.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +9.6% |
| 7D | +20.0% | -7.8% | +27.8% | +21.5% |
| 30D | -5.0% | +7.1% | -12.1% | -6.1% |
| 3M | -48.9% | -7.0% | -41.8% | -48.4% |
| 6M | -43.2% | -3.8% | -39.4% | -43.0% |
| YTD | -65.9% | -11.7% | -54.2% | -65.6% |
| 1Y | -79.2% | -10.1% | -69.1% | -79.0% |
| 3Y | -90.4% | -23.7% | -66.7% | -90.2% |
| 5Y | -99.2% | +2.9% | -102.1% | -99.2% |
| All | -96.4% | +35.3% | -131.7% | -96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling