+52.5%
T vs LCID
-96.8%
+149.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.3% | +10.9% | -0.2% |
| 7D | +1.6% | +9.2% | -7.6% | +1.5% |
| 30D | -2.9% | -3.0% | 0.0% | -3.0% |
| 3M | -7.5% | -50.2% | +42.7% | -6.6% |
| 6M | -9.9% | -45.8% | +35.9% | -9.4% |
| YTD | -6.4% | -69.2% | +62.8% | -5.1% |
| 1Y | -9.4% | -80.4% | +71.0% | -7.3% |
| 3Y | +64.9% | -91.4% | +156.3% | +69.5% |
| 5Y | +57.0% | -99.3% | +156.2% | +66.1% |
| All | +52.5% | -96.8% | +149.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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