-25.2%
TGT vs LCID
-99.1%
+73.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.9% |
| 7D | +0.5% | +8.9% | -8.4% | -0.6% |
| 30D | +6.7% | +6.8% | -0.2% | +5.5% |
| 3M | +8.4% | -45.2% | +53.6% | +14.8% |
| 6M | +40.7% | -39.1% | +79.9% | +44.4% |
| YTD | +72.2% | -65.3% | +137.5% | +86.4% |
| 1Y | +86.2% | -78.4% | +164.6% | +113.0% |
| 3Y | +68.8% | -90.3% | +159.2% | +100.3% |
| 5Y | -25.2% | -99.2% | +74.0% | +9.7% |
| All | -25.2% | -99.1% | +73.9% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling