+124.3%
TDG vs LCID
-97.9%
+222.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.1% |
| 7D | -1.9% | -9.8% | +8.0% | -1.3% |
| 30D | -7.7% | -35.5% | +27.8% | -5.5% |
| 3M | -9.3% | -18.4% | +9.1% | -9.1% |
| 6M | -9.4% | -60.5% | +51.1% | -5.7% |
| YTD | -14.3% | -60.1% | +45.8% | -11.1% |
| 1Y | -11.8% | -78.8% | +67.0% | -5.5% |
| 3Y | +52.0% | -92.8% | +144.7% | +69.3% |
| All | +124.3% | -97.9% | +222.2% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling