-91.8%
LCID vs TAP
-24.6%
-67.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.3% | -11.0% | -11.2% |
| 7D | +9.2% | -6.3% | +15.6% | +10.7% |
| 30D | -3.0% | +2.7% | -5.7% | -3.6% |
| 3M | -50.2% | -3.7% | -46.5% | -49.9% |
| 6M | -45.8% | -2.0% | -43.8% | -45.8% |
| YTD | -69.2% | -12.3% | -56.9% | -68.7% |
| 1Y | -80.4% | -10.1% | -70.3% | -80.3% |
| All | -91.8% | -24.6% | -67.2% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling