-78.5%
LCID vs TW
-14.0%
-64.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.9% |
| 30D | -37.6% | -1.7% | -35.9% | -37.6% |
| 3M | -11.1% | +1.6% | -12.7% | -12.4% |
| 6M | -59.2% | -17.7% | -41.5% | -57.4% |
| YTD | -60.5% | -4.3% | -56.1% | -59.0% |
| 1Y | -78.5% | -13.1% | -65.4% | -77.2% |
| All | -78.5% | -14.0% | -64.5% | -77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling