+43.4%
TMO vs LCID
-95.8%
+139.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.2% | +1.0% |
| 7D | -0.5% | -9.3% | +8.9% | +0.1% |
| 30D | +1.0% | -35.4% | +36.4% | +3.8% |
| 3M | +22.7% | -17.1% | +39.8% | +22.6% |
| 6M | +19.0% | -58.9% | +77.9% | +24.4% |
| YTD | +4.7% | -59.6% | +64.3% | +9.3% |
| 1Y | +26.0% | -78.0% | +104.0% | +36.4% |
| 3Y | +18.0% | -92.7% | +110.7% | +32.1% |
| 5Y | +8.0% | -97.8% | +105.8% | +26.4% |
| All | +43.4% | -95.8% | +139.2% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling