+25.4%
TMO vs LCID
-79.4%
+104.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.6% | -10.5% | +0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | +4.3% | -19.2% | +23.5% | +5.5% |
| 3M | +25.1% | -56.7% | +81.8% | +31.6% |
| 6M | +52.9% | -49.6% | +102.5% | +58.3% |
| YTD | +22.2% | -68.1% | +90.3% | +33.1% |
| 1Y | +25.4% | -79.4% | +104.8% | +42.9% |
| All | +25.4% | -79.4% | +104.7% | +42.9% |
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