-92.1%
LCID vs TCOM
+13.4%
-105.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +1.8% | -7.6% | +9.4% | +4.0% |
| 30D | -34.2% | -12.2% | -22.0% | -31.8% |
| 3M | -9.1% | -14.2% | +5.1% | -5.6% |
| 6M | -52.6% | -25.0% | -27.6% | -48.8% |
| YTD | -56.2% | -43.7% | -12.5% | -49.0% |
| 1Y | -74.9% | -44.5% | -30.4% | -70.6% |
| 3Y | -92.1% | +13.4% | -105.5% | -92.0% |
| All | -92.1% | +13.4% | -105.5% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling