+2.8%
TLT vs LCID
-92.2%
+95.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | -0.2% |
| 7D | -3.1% | -10.2% | +7.1% | -2.9% |
| 30D | +1.0% | -10.2% | +11.2% | +1.2% |
| 3M | -2.7% | -54.1% | +51.4% | -1.2% |
| 6M | -4.1% | -53.8% | +49.6% | -3.0% |
| YTD | -5.4% | -72.0% | +66.7% | -3.4% |
| 1Y | -7.0% | -80.5% | +73.5% | -4.5% |
| 3Y | +2.8% | -92.6% | +95.4% | +8.0% |
| All | +2.8% | -92.2% | +95.0% | +8.0% |
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 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