+224.7%
TD vs LCID
-95.9%
+320.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | -2.6% | -9.1% | +6.6% | -2.2% |
| 30D | -1.0% | -37.6% | +36.6% | +0.9% |
| 3M | +5.6% | -11.1% | +16.7% | +5.4% |
| 6M | +27.1% | -59.2% | +86.3% | +30.8% |
| YTD | +29.4% | -60.5% | +89.9% | +33.1% |
| 1Y | +60.7% | -78.5% | +139.2% | +69.1% |
| 3Y | +127.6% | -92.8% | +220.5% | +144.7% |
| 5Y | +125.4% | -97.9% | +223.3% | +148.8% |
| All | +224.7% | -95.9% | +320.6% | +267.6% |
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