-95.7%
LCID vs TW
+96.5%
-192.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.1% | -7.7% | -7.8% |
| 7D | -9.3% | -0.5% | -8.8% | -9.2% |
| 30D | -35.4% | -0.6% | -34.8% | -35.4% |
| 3M | -17.1% | +3.4% | -20.5% | -19.1% |
| 6M | -58.9% | -18.4% | -40.5% | -55.9% |
| YTD | -59.6% | -3.9% | -55.7% | -59.8% |
| 1Y | -78.0% | -13.3% | -64.6% | -77.1% |
| 3Y | -92.7% | +20.8% | -113.5% | -94.0% |
| 5Y | -97.8% | +20.3% | -118.1% | -98.3% |
| All | -95.7% | +96.5% | -192.1% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling