-95.3%
LCID vs TAP
+37.5%
-132.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -6.6% | -2.3% | -4.3% | -6.3% |
| 30D | -30.1% | -2.1% | -28.0% | -30.0% |
| 3M | -17.6% | +6.6% | -24.2% | -18.4% |
| 6M | -54.4% | -11.5% | -42.9% | -53.8% |
| YTD | -55.7% | -10.3% | -45.5% | -55.3% |
| 1Y | -71.0% | -14.4% | -56.7% | -70.6% |
| 3Y | -92.6% | -28.3% | -64.4% | -92.4% |
| 5Y | -97.6% | +1.7% | -99.3% | -97.5% |
| All | -95.3% | +37.5% | -132.8% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling