+43.4%
TDG vs LCID
-92.2%
+135.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.2% | +10.4% | +1.5% |
| 7D | +1.7% | -10.2% | +11.9% | +2.0% |
| 30D | +9.7% | -10.2% | +19.9% | +9.9% |
| 3M | -2.3% | -54.1% | +51.8% | -0.2% |
| 6M | +1.3% | -53.8% | +55.1% | +2.9% |
| YTD | -8.5% | -72.0% | +63.6% | -6.1% |
| 1Y | -8.1% | -80.5% | +72.4% | -5.1% |
| 3Y | +43.4% | -92.6% | +135.9% | +49.7% |
| All | +43.4% | -92.2% | +135.6% | +49.7% |
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