-79.4%
LCID vs TCOM
-39.6%
-39.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +3.2% | +8.4% | +10.6% |
| 7D | -1.2% | +10.7% | -11.9% | -4.0% |
| 30D | -19.2% | +10.1% | -29.2% | -21.3% |
| 3M | -56.7% | -8.9% | -47.8% | -55.6% |
| 6M | -49.6% | -19.2% | -30.5% | -46.3% |
| YTD | -68.1% | -40.6% | -27.5% | -64.7% |
| 1Y | -79.4% | -39.0% | -40.4% | -77.7% |
| All | -79.4% | -39.6% | -39.8% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling