-97.6%
LCID vs TW
+22.4%
-120.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.1% |
| 7D | +1.8% | -3.5% | +5.2% | +3.0% |
| 30D | -34.2% | +0.5% | -34.7% | -34.6% |
| 3M | -9.1% | +4.9% | -14.1% | -12.0% |
| 6M | -52.6% | -17.1% | -35.5% | -49.3% |
| YTD | -56.2% | -3.9% | -52.3% | -56.4% |
| 1Y | -74.9% | -13.3% | -61.6% | -73.8% |
| 3Y | -92.1% | +20.9% | -113.0% | -93.8% |
| 5Y | -97.6% | +20.5% | -118.1% | -97.9% |
| All | -97.6% | +22.4% | -120.0% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling