+378.0%
TER vs LCID
-95.4%
+473.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.7% | +5.2% |
| 7D | +0.6% | -6.6% | +7.2% | +1.8% |
| 30D | -8.3% | -30.1% | +21.9% | -2.5% |
| 3M | -12.2% | -17.6% | +5.4% | -11.5% |
| 6M | +17.1% | -54.4% | +71.5% | +30.0% |
| YTD | +84.7% | -55.7% | +140.4% | +105.1% |
| 1Y | +199.9% | -71.0% | +271.0% | +256.4% |
| 3Y | +232.8% | -92.6% | +325.4% | +357.6% |
| 5Y | +198.6% | -97.6% | +296.2% | +374.6% |
| All | +378.0% | -95.4% | +473.5% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling