-97.0%
LCID vs TENB
+7.5%
-104.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.0% |
| 7D | -10.2% | -3.3% | -6.9% | -9.0% |
| 30D | -10.2% | +6.9% | -17.1% | -12.8% |
| 3M | -54.1% | +1.8% | -55.9% | -55.4% |
| 6M | -53.8% | +98.1% | -151.8% | -67.3% |
| YTD | -72.0% | +73.2% | -145.3% | -79.6% |
| 1Y | -80.5% | +50.7% | -131.2% | -84.8% |
| 3Y | -92.6% | +9.3% | -101.9% | -93.5% |
| 5Y | -99.3% | -25.1% | -74.2% | -99.3% |
| All | -97.0% | +7.5% | -104.5% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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