-95.8%
LCID vs TCOM
+29.8%
-125.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.7% |
| 7D | -9.1% | -6.5% | -2.6% | -7.2% |
| 30D | -37.6% | -16.2% | -21.4% | -34.2% |
| 3M | -11.1% | -19.3% | +8.3% | -5.7% |
| 6M | -59.2% | -27.2% | -32.0% | -55.4% |
| YTD | -60.5% | -46.2% | -14.3% | -53.1% |
| 1Y | -78.5% | -46.6% | -31.9% | -74.4% |
| 3Y | -92.8% | +8.4% | -101.2% | -93.3% |
| 5Y | -97.9% | +25.8% | -123.7% | -98.3% |
| All | -95.8% | +29.8% | -125.6% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling