-18.3%
TE vs LCID
-92.3%
+74.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.4% |
| 7D | +18.2% | +1.8% | +16.5% | +17.2% |
| 30D | -13.5% | -34.2% | +20.7% | +2.2% |
| 3M | -44.6% | -9.1% | -35.5% | -47.7% |
| 6M | -24.7% | -52.6% | +27.9% | -6.0% |
| YTD | -24.3% | -56.2% | +31.9% | -2.7% |
| 1Y | +155.6% | -74.9% | +230.4% | +322.1% |
| 3Y | -18.3% | -92.1% | +73.8% | +112.1% |
| All | -18.3% | -92.3% | +74.0% | +112.1% |
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 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