+29.1%
TGT vs LCID
-96.8%
+125.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.3% | +10.2% | -0.1% |
| 7D | +2.6% | +9.2% | -6.6% | +1.7% |
| 30D | +6.6% | -3.0% | +9.6% | +6.6% |
| 3M | +5.2% | -50.2% | +55.4% | +10.9% |
| 6M | +35.3% | -45.8% | +81.2% | +39.5% |
| YTD | +70.3% | -69.2% | +139.5% | +82.9% |
| 1Y | +81.2% | -80.4% | +161.5% | +102.3% |
| 3Y | +66.9% | -91.4% | +158.4% | +92.1% |
| 5Y | -27.2% | -99.3% | +72.1% | -5.8% |
| All | +29.1% | -96.8% | +125.9% | +59.0% |
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