-95.7%
LCID vs TDY
+86.9%
-182.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | 0.0% |
| 7D | -9.8% | -1.1% | -8.7% | -8.9% |
| 30D | -35.5% | -12.0% | -23.4% | -28.3% |
| 3M | -18.4% | -3.2% | -15.2% | -16.0% |
| 6M | -60.5% | -7.9% | -52.6% | -57.7% |
| YTD | -60.1% | +18.2% | -78.3% | -64.4% |
| 1Y | -78.8% | +6.7% | -85.4% | -79.5% |
| 3Y | -92.8% | +47.5% | -140.3% | -94.5% |
| 5Y | -97.9% | +39.5% | -137.4% | -98.4% |
| All | -95.7% | +86.9% | -182.6% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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