-39.2%
TLT vs LCID
-95.5%
+56.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.4% | +1.8% | -1.4% | +0.4% |
| 30D | -0.3% | -34.2% | +33.9% | +0.2% |
| 3M | -1.7% | -9.1% | +7.4% | -1.8% |
| 6M | -4.9% | -52.6% | +47.7% | -4.4% |
| YTD | -2.8% | -56.2% | +53.4% | -2.2% |
| 1Y | -4.2% | -74.9% | +70.7% | -3.1% |
| 3Y | -1.1% | -92.1% | +91.0% | +0.3% |
| 5Y | -33.7% | -97.6% | +63.8% | -32.8% |
| All | -39.2% | -95.5% | +56.3% | -40.0% |
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