-99.2%
LCID vs TCOM
+44.6%
-143.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +24.8% | +6.5% | +18.3% | +22.3% |
| 30D | -0.5% | +13.3% | -13.8% | -4.5% |
| 3M | -43.0% | -6.5% | -36.5% | -41.8% |
| 6M | -40.5% | -16.3% | -24.2% | -37.5% |
| YTD | -64.3% | -38.7% | -25.6% | -58.9% |
| 1Y | -78.1% | -40.1% | -37.9% | -74.5% |
| 3Y | -90.1% | +30.6% | -120.7% | -91.4% |
| All | -99.2% | +44.6% | -143.8% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling