+10.6%
TE vs LCID
-90.9%
+101.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.4% | -12.4% | -6.6% |
| 7D | -10.5% | +20.0% | -30.5% | -17.1% |
| 30D | -32.4% | -5.0% | -27.4% | -31.7% |
| 3M | -60.9% | -48.9% | -12.0% | -49.7% |
| 6M | -62.8% | -43.2% | -19.6% | -57.8% |
| YTD | -65.7% | -65.9% | +0.2% | -52.1% |
| 1Y | -39.9% | -79.2% | +39.3% | +4.8% |
| 3Y | +10.6% | -90.4% | +101.0% | +177.4% |
| All | +10.6% | -90.9% | +101.6% | +177.4% |
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