-97.0%
LCID vs TCOM
+46.2%
-143.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.5% |
| 7D | -10.2% | -1.8% | -8.4% | -9.7% |
| 30D | -10.2% | +12.1% | -22.3% | -13.2% |
| 3M | -54.1% | -3.2% | -50.9% | -53.7% |
| 6M | -53.8% | -16.6% | -37.1% | -51.5% |
| YTD | -72.0% | -39.4% | -32.6% | -68.0% |
| 1Y | -80.5% | -41.5% | -39.0% | -77.5% |
| 3Y | -92.6% | +24.4% | -116.9% | -93.3% |
| 5Y | -99.3% | +41.6% | -140.9% | -99.5% |
| All | -97.0% | +46.2% | -143.2% | -97.5% |
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