+229.4%
TER vs LCID
-96.5%
+325.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +9.4% | +3.3% | +11.1% |
| 7D | -5.8% | +20.0% | -25.8% | -8.7% |
| 30D | -38.9% | -5.0% | -33.9% | -38.6% |
| 3M | -35.1% | -48.9% | +13.7% | -27.6% |
| 6M | -31.6% | -43.2% | +11.6% | -27.1% |
| YTD | +27.2% | -65.9% | +93.2% | +47.0% |
| 1Y | +35.2% | -79.2% | +114.4% | +69.4% |
| 3Y | +192.8% | -90.4% | +283.2% | +284.7% |
| 5Y | +72.4% | -99.2% | +171.6% | +211.3% |
| All | +229.4% | -96.5% | +325.9% | +441.5% |
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