+127.8%
TEL vs LCID
-95.9%
+223.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -2.3% | -9.1% | +6.8% | -1.5% |
| 30D | -6.1% | -37.6% | +31.5% | -2.3% |
| 3M | +1.7% | -11.1% | +12.8% | +1.3% |
| 6M | +1.6% | -59.2% | +60.8% | +7.8% |
| YTD | -9.1% | -60.5% | +51.4% | -3.6% |
| 1Y | -1.7% | -78.5% | +76.8% | +9.2% |
| 3Y | +67.3% | -92.8% | +160.2% | +94.7% |
| 5Y | +52.1% | -97.9% | +150.0% | +90.6% |
| All | +127.8% | -95.9% | +223.7% | +193.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling