-99.3%
LCID vs TAP
+2.0%
-101.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.5% | +14.9% | +11.5% |
| 7D | +8.9% | +0.5% | +8.4% | +8.7% |
| 30D | -15.4% | +9.1% | -24.6% | -17.4% |
| 3M | -52.9% | -3.8% | -49.1% | -52.5% |
| 6M | -46.8% | -3.4% | -43.4% | -46.6% |
| YTD | -68.9% | -10.6% | -58.2% | -68.4% |
| 1Y | -81.7% | -4.4% | -77.3% | -81.8% |
| 3Y | -92.4% | -24.4% | -68.0% | -92.0% |
| All | -99.3% | +2.0% | -101.2% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling