+127.8%
TEL vs LCID
-95.8%
+223.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.8% | +7.6% | +0.5% |
| 7D | +1.2% | -9.3% | +10.6% | +2.0% |
| 30D | -4.1% | -35.4% | +31.3% | -0.6% |
| 3M | -2.6% | -17.1% | +14.5% | -2.3% |
| 6M | 0.0% | -58.9% | +59.0% | +6.1% |
| YTD | -9.1% | -59.6% | +50.5% | -3.8% |
| 1Y | -0.8% | -78.0% | +77.1% | +9.9% |
| 3Y | +67.4% | -92.7% | +160.1% | +94.4% |
| 5Y | +51.8% | -97.8% | +149.6% | +89.8% |
| All | +127.8% | -95.8% | +223.6% | +192.9% |
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