-90.8%
LCID vs TW
+41.7%
-132.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.7% |
| 7D | +8.9% | +2.8% | +6.1% | +8.7% |
| 30D | +6.8% | +18.1% | -11.2% | +5.5% |
| 3M | -45.2% | +25.2% | -70.5% | -46.1% |
| 6M | -39.1% | +19.1% | -58.3% | -40.1% |
| YTD | -65.3% | +21.9% | -87.2% | -65.6% |
| 1Y | -78.4% | +18.9% | -97.3% | -78.5% |
| All | -90.8% | +41.7% | -132.5% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling