+6.9%
TMO vs LCID
-97.9%
+104.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -2.5% | -9.1% | +6.7% | -1.8% |
| 30D | -0.3% | -37.6% | +37.3% | +3.3% |
| 3M | +25.3% | -11.1% | +36.3% | +24.2% |
| 6M | +20.9% | -59.2% | +80.0% | +27.7% |
| YTD | +4.3% | -60.5% | +64.8% | +10.1% |
| 1Y | +27.0% | -78.5% | +105.5% | +40.4% |
| 3Y | +17.5% | -92.8% | +110.3% | +36.1% |
| 5Y | +6.9% | -97.9% | +104.8% | +29.2% |
| All | +6.9% | -97.9% | +104.9% | +29.2% |
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