+67.6%
TEL vs LCID
-92.3%
+159.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -4.9% | -34.2% | +29.4% | -1.6% |
| 3M | +0.1% | -9.1% | +9.2% | -0.3% |
| 6M | +0.4% | -52.6% | +53.0% | +5.3% |
| YTD | -8.9% | -56.2% | +47.3% | -4.2% |
| 1Y | -0.3% | -74.9% | +74.6% | +8.9% |
| 3Y | +67.6% | -92.1% | +159.7% | +101.1% |
| All | +67.6% | -92.3% | +159.9% | +101.1% |
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