+238.5%
TER vs LCID
-92.6%
+331.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.7% | +5.2% |
| 7D | +0.6% | -6.6% | +7.2% | +1.9% |
| 30D | -8.3% | -30.1% | +21.9% | -2.4% |
| 3M | -12.2% | -17.6% | +5.4% | -11.4% |
| 6M | +17.1% | -54.4% | +71.5% | +31.1% |
| YTD | +84.7% | -55.7% | +140.4% | +106.6% |
| 1Y | +199.9% | -71.0% | +271.0% | +259.8% |
| All | +238.5% | -92.6% | +331.1% | +378.1% |
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