-95.8%
LCID vs TENB
-15.5%
-80.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.2% |
| 7D | -9.1% | -7.1% | -2.0% | -6.5% |
| 30D | -37.6% | -15.4% | -22.3% | -34.1% |
| 3M | -11.1% | +19.5% | -30.6% | -20.6% |
| 6M | -59.2% | +54.8% | -114.0% | -68.2% |
| YTD | -60.5% | +36.1% | -96.6% | -67.8% |
| 1Y | -78.5% | +7.0% | -85.5% | -80.4% |
| 3Y | -92.8% | -27.6% | -65.3% | -92.6% |
| 5Y | -97.9% | -30.5% | -67.4% | -97.8% |
| All | -95.8% | -15.5% | -80.2% | -95.8% |
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