+25.8%
TMO vs LCID
-71.9%
+97.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -1.4% | -6.6% | +5.2% | -0.9% |
| 30D | +6.2% | -30.1% | +36.4% | +8.6% |
| 3M | +27.5% | -17.6% | +45.1% | +26.7% |
| 6M | +20.0% | -54.4% | +74.4% | +27.3% |
| YTD | +6.1% | -55.7% | +61.9% | +12.6% |
| 1Y | +25.8% | -71.0% | +96.9% | +38.6% |
| All | +25.8% | -71.9% | +97.8% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling