-80.9%
TE vs LCID
-97.1%
+16.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.2% | +6.2% | -0.3% |
| 7D | -19.1% | -10.2% | -8.9% | -16.9% |
| 30D | -34.1% | -10.2% | -24.0% | -32.7% |
| 3M | -60.1% | -54.1% | -6.0% | -50.3% |
| 6M | -66.0% | -53.8% | -12.2% | -60.0% |
| YTD | -71.4% | -72.0% | +0.6% | -61.3% |
| 1Y | -45.3% | -80.5% | +35.2% | -17.7% |
| 3Y | +9.1% | -92.6% | +101.7% | +104.7% |
| 5Y | -82.6% | -99.3% | +16.7% | -52.7% |
| All | -80.9% | -97.1% | +16.2% | -51.8% |
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