+24.1%
TGT vs LCID
-95.9%
+120.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -5.2% | -9.8% | +4.6% | -4.4% |
| 30D | +1.2% | -35.5% | +36.7% | +4.8% |
| 3M | +18.4% | -18.4% | +36.8% | +18.6% |
| 6M | +33.4% | -60.5% | +93.9% | +41.7% |
| YTD | +63.8% | -60.1% | +123.9% | +72.8% |
| 1Y | +77.2% | -78.8% | +156.0% | +97.2% |
| 3Y | +41.8% | -92.8% | +134.6% | +65.8% |
| 5Y | -25.5% | -97.9% | +72.3% | -7.3% |
| All | +24.1% | -95.9% | +120.0% | +50.2% |
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