+50.0%
TDG vs LCID
-92.8%
+142.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.8% | +6.1% | -1.5% |
| 7D | -2.4% | -9.3% | +6.9% | -2.1% |
| 30D | -8.0% | -35.4% | +27.4% | -6.8% |
| 3M | -10.5% | -17.1% | +6.6% | -10.3% |
| 6M | -11.9% | -58.9% | +47.0% | -10.3% |
| YTD | -15.4% | -59.6% | +44.2% | -13.9% |
| 1Y | -14.2% | -78.0% | +63.8% | -11.5% |
| All | +50.0% | -92.8% | +142.8% | +57.3% |
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