+88.5%
TEM vs LCID
-87.1%
+175.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.3% | +6.9% | -1.5% |
| 7D | +7.8% | +9.2% | -1.5% | +5.3% |
| 30D | +11.2% | -3.0% | +14.2% | +11.5% |
| 3M | +39.0% | -50.2% | +89.2% | +63.7% |
| 6M | +61.6% | -45.8% | +107.5% | +79.0% |
| YTD | +28.5% | -69.2% | +97.7% | +63.2% |
| 1Y | +6.7% | -80.4% | +87.1% | +53.8% |
| All | +88.5% | -87.1% | +175.6% | +169.7% |
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