+134.7%
TD vs LCID
-90.9%
+225.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | +1.1% |
| 7D | -0.6% | +20.0% | -20.6% | -1.5% |
| 30D | +7.9% | -5.0% | +13.0% | +8.0% |
| 3M | +3.1% | -48.9% | +52.0% | +5.8% |
| 6M | +17.2% | -43.2% | +60.4% | +18.8% |
| YTD | +34.7% | -65.9% | +100.7% | +39.5% |
| 1Y | +56.9% | -79.2% | +136.1% | +65.7% |
| 3Y | +134.7% | -90.4% | +225.2% | +156.0% |
| All | +134.7% | -90.9% | +225.7% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling