+680.9%
TLN vs LCID
-94.5%
+775.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +9.4% | -2.2% | +6.4% |
| 7D | +9.1% | +20.0% | -10.9% | +7.2% |
| 30D | -4.1% | -5.0% | +0.9% | -4.0% |
| 3M | +4.4% | -48.9% | +53.3% | +10.1% |
| 6M | -6.0% | -43.2% | +37.2% | -3.2% |
| YTD | -3.1% | -65.9% | +62.8% | +4.0% |
| 1Y | -6.1% | -79.2% | +73.1% | +4.9% |
| 3Y | +575.3% | -90.4% | +665.8% | +677.6% |
| All | +680.9% | -94.5% | +775.4% | +823.6% |
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