-92.4%
LCID vs TAP
-23.7%
-68.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.5% | +14.9% | +11.4% |
| 7D | +8.9% | +0.5% | +8.4% | +8.7% |
| 30D | -15.4% | +9.1% | -24.6% | -17.2% |
| 3M | -52.9% | -3.8% | -49.1% | -52.5% |
| 6M | -46.8% | -3.4% | -43.4% | -46.7% |
| YTD | -68.9% | -10.6% | -58.2% | -68.5% |
| 1Y | -81.7% | -4.4% | -77.3% | -81.9% |
| 3Y | -92.4% | -24.4% | -68.0% | -92.4% |
| All | -92.4% | -23.7% | -68.7% | -92.4% |
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