+74.0%
T vs LCID
-95.5%
+169.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | -1.5% | +1.8% | -3.3% | -1.6% |
| 30D | +7.6% | -34.2% | +41.8% | +8.3% |
| 3M | +15.3% | -9.1% | +24.4% | +15.1% |
| 6M | -8.5% | -52.6% | +44.1% | -7.6% |
| YTD | +6.8% | -56.2% | +63.0% | +7.8% |
| 1Y | -7.2% | -74.9% | +67.6% | -5.3% |
| 3Y | +108.2% | -92.1% | +200.3% | +115.6% |
| 5Y | +66.1% | -97.6% | +163.6% | +74.9% |
| All | +74.0% | -95.5% | +169.5% | +87.6% |
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