+46.8%
TGT vs LCID
-92.3%
+139.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.6% | +1.8% | -2.4% | -0.8% |
| 30D | +9.5% | -34.2% | +43.8% | +13.4% |
| 3M | +32.3% | -9.1% | +41.4% | +30.9% |
| 6M | +37.0% | -52.6% | +89.6% | +43.8% |
| YTD | +71.0% | -56.2% | +127.2% | +80.0% |
| 1Y | +85.0% | -74.9% | +159.9% | +106.1% |
| 3Y | +46.8% | -92.1% | +138.9% | +83.1% |
| All | +46.8% | -92.3% | +139.1% | +83.1% |
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