+708.6%
TLN vs LCID
-95.5%
+804.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.2% | +6.5% | -2.0% |
| 7D | +11.0% | -10.2% | +21.2% | +11.9% |
| 30D | +4.9% | -10.2% | +15.1% | +5.3% |
| 3M | +4.9% | -54.1% | +59.0% | +11.6% |
| 6M | +7.1% | -53.8% | +60.9% | +12.2% |
| YTD | +0.3% | -72.0% | +72.4% | +9.4% |
| 1Y | +5.9% | -80.5% | +86.4% | +18.8% |
| 3Y | +578.5% | -92.6% | +671.0% | +695.0% |
| All | +708.6% | -95.5% | +804.1% | +871.3% |
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