+59.7%
TEM vs LCID
-81.6%
+141.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +3.2% | +1.8% | +1.5% | +2.7% |
| 30D | +23.5% | -34.2% | +57.7% | +36.4% |
| 3M | +32.3% | -9.1% | +41.4% | +28.6% |
| 6M | +23.0% | -52.6% | +75.6% | +42.8% |
| YTD | +8.9% | -56.2% | +65.1% | +27.6% |
| 1Y | -19.9% | -74.9% | +55.0% | +9.0% |
| All | +59.7% | -81.6% | +141.4% | +110.8% |
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