-95.7%
LCID vs TKO
+406.0%
-501.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -9.8% | +2.3% | -12.1% | -10.5% |
| 30D | -35.5% | -2.5% | -33.0% | -34.9% |
| 3M | -18.4% | -10.6% | -7.8% | -15.3% |
| 6M | -60.5% | -5.1% | -55.4% | -59.8% |
| YTD | -60.1% | -8.2% | -51.9% | -59.1% |
| 1Y | -78.8% | -4.4% | -74.4% | -78.6% |
| 3Y | -92.8% | +100.4% | -193.1% | -94.3% |
| 5Y | -97.9% | +294.3% | -392.2% | -98.7% |
| All | -95.7% | +406.0% | -501.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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