+398.2%
TER vs LCID
-95.5%
+493.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +11.0% | +1.8% | +9.2% | +10.6% |
| 30D | -1.9% | -34.2% | +32.4% | +5.4% |
| 3M | -0.7% | -9.1% | +8.5% | -1.8% |
| 6M | +36.4% | -52.6% | +89.0% | +50.4% |
| YTD | +92.4% | -56.2% | +148.6% | +114.1% |
| 1Y | +213.5% | -74.9% | +288.4% | +282.0% |
| 3Y | +277.2% | -92.1% | +369.3% | +412.1% |
| 5Y | +219.1% | -97.6% | +316.7% | +406.8% |
| All | +398.2% | -95.5% | +493.7% | +688.5% |
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