-99.0%
LCID vs TPG
+74.1%
-173.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | 0.0% |
| 7D | -9.8% | -9.4% | -0.4% | -4.5% |
| 30D | -35.5% | -5.3% | -30.2% | -33.7% |
| 3M | -18.4% | +12.9% | -31.3% | -24.5% |
| 6M | -60.5% | +20.1% | -80.6% | -64.7% |
| YTD | -60.1% | -22.5% | -37.6% | -54.5% |
| 1Y | -78.8% | -19.7% | -59.1% | -76.4% |
| 3Y | -92.8% | +81.2% | -174.0% | -95.5% |
| All | -99.0% | +74.1% | -173.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling