-50.9%
TE vs LCID
-95.8%
+44.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.8% | +4.8% | -0.7% |
| 7D | +15.0% | -9.3% | +24.3% | +18.2% |
| 30D | -7.5% | -35.4% | +27.9% | +5.0% |
| 3M | -42.0% | -17.1% | -24.9% | -42.2% |
| 6M | -31.4% | -58.9% | +27.5% | -16.3% |
| YTD | -26.5% | -59.6% | +33.1% | -10.2% |
| 1Y | +153.1% | -78.0% | +231.1% | +270.0% |
| 3Y | -20.7% | -92.7% | +72.0% | +47.2% |
| 5Y | -45.4% | -97.8% | +52.4% | +28.5% |
| All | -50.9% | -95.8% | +44.9% | +12.0% |
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 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