-95.8%
LCID vs TRU
-9.4%
-86.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -9.1% | -9.4% | +0.3% | -4.0% |
| 30D | -37.6% | -4.1% | -33.5% | -36.4% |
| 3M | -11.1% | +13.6% | -24.6% | -17.2% |
| 6M | -59.2% | +3.6% | -62.8% | -60.3% |
| YTD | -60.5% | -9.8% | -50.6% | -58.9% |
| 1Y | -78.5% | -13.6% | -64.9% | -77.2% |
| 3Y | -92.8% | -2.0% | -90.9% | -93.3% |
| 5Y | -97.9% | -35.8% | -62.1% | -98.0% |
| All | -95.8% | -9.4% | -86.4% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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