-95.3%
LCID vs TDY
+87.3%
-182.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | +1.8% | -0.9% | +2.6% | +2.5% |
| 30D | -34.2% | -12.5% | -21.8% | -26.7% |
| 3M | -9.1% | -1.2% | -7.9% | -7.8% |
| 6M | -52.6% | -6.6% | -46.0% | -49.8% |
| YTD | -56.2% | +18.5% | -74.7% | -61.0% |
| 1Y | -74.9% | +10.8% | -85.7% | -76.4% |
| 3Y | -92.1% | +47.5% | -139.6% | -94.0% |
| 5Y | -97.6% | +35.8% | -133.4% | -98.1% |
| All | -95.3% | +87.3% | -182.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling