+191.2%
TER vs LCID
-92.2%
+283.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.2% | +3.8% | -3.7% |
| 7D | +14.4% | -10.2% | +24.5% | +16.5% |
| 30D | -30.6% | -10.2% | -20.4% | -29.6% |
| 3M | -39.2% | -54.1% | +14.9% | -30.7% |
| 6M | -31.3% | -53.8% | +22.5% | -23.7% |
| YTD | +29.1% | -72.0% | +101.1% | +55.7% |
| 1Y | +47.4% | -80.5% | +128.0% | +88.4% |
| 3Y | +191.2% | -92.6% | +283.8% | +330.5% |
| All | +191.2% | -92.2% | +283.4% | +330.5% |
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 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