-95.8%
LCID vs TW
+95.6%
-191.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -1.9% |
| 7D | -9.1% | -2.7% | -6.4% | -8.2% |
| 30D | -37.6% | -1.7% | -35.9% | -37.4% |
| 3M | -11.1% | +1.6% | -12.7% | -12.6% |
| 6M | -59.2% | -17.7% | -41.5% | -56.4% |
| YTD | -60.5% | -4.3% | -56.1% | -60.5% |
| 1Y | -78.5% | -13.1% | -65.4% | -77.6% |
| 3Y | -92.8% | +20.3% | -113.1% | -94.1% |
| 5Y | -97.9% | +22.0% | -119.9% | -98.4% |
| All | -95.8% | +95.6% | -191.3% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling