+236.9%
TD vs LCID
-96.8%
+333.8%
-31.2%
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% | +0.1% |
| 7D | +0.6% | +9.2% | -8.7% | +0.1% |
| 30D | +5.0% | -3.0% | +7.9% | +4.9% |
| 3M | +1.1% | -50.2% | +51.3% | +3.8% |
| 6M | +16.5% | -45.8% | +62.3% | +18.3% |
| YTD | +34.3% | -69.2% | +103.5% | +39.2% |
| 1Y | +52.9% | -80.4% | +133.2% | +61.3% |
| 3Y | +132.2% | -91.4% | +223.7% | +147.7% |
| 5Y | +101.9% | -99.3% | +201.1% | +124.3% |
| All | +236.9% | -96.8% | +333.8% | +284.6% |
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