+151.8%
TER vs LCID
-93.0%
+244.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.4% | -7.8% | +0.7% |
| 7D | -20.5% | +8.9% | -29.4% | -21.7% |
| 30D | -47.0% | -15.4% | -31.6% | -45.6% |
| 3M | -43.3% | -52.9% | +9.6% | -35.7% |
| 6M | -42.9% | -46.8% | +3.9% | -38.2% |
| YTD | +12.9% | -68.9% | +81.7% | +33.6% |
| 1Y | +18.2% | -81.7% | +99.9% | +52.2% |
| 3Y | +151.8% | -92.4% | +244.2% | +262.7% |
| All | +151.8% | -93.0% | +244.8% | +262.7% |
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 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