+528.3%
TLN vs LCID
-93.0%
+621.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.4% | -3.3% | +6.2% |
| 7D | -1.3% | +8.9% | -10.2% | -2.2% |
| 30D | -10.5% | -15.4% | +4.9% | -9.5% |
| 3M | +0.1% | -52.9% | +53.0% | +6.7% |
| 6M | -17.4% | -46.8% | +29.4% | -14.3% |
| YTD | -9.7% | -68.9% | +59.2% | -1.7% |
| 1Y | -12.3% | -81.7% | +69.4% | -0.1% |
| 3Y | +528.3% | -92.4% | +620.7% | +655.7% |
| All | +528.3% | -93.0% | +621.3% | +655.7% |
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 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