+53.9%
TMUS vs LCID
-96.8%
+150.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | +0.8% |
| 7D | +3.6% | +8.9% | -5.4% | +3.5% |
| 30D | -3.4% | -15.4% | +12.1% | -3.3% |
| 3M | -9.5% | -52.9% | +43.4% | -9.0% |
| 6M | -15.2% | -46.8% | +31.7% | -14.9% |
| YTD | -18.9% | -68.9% | +50.0% | -18.3% |
| 1Y | -17.7% | -81.7% | +64.0% | -16.5% |
| 3Y | +15.6% | -92.4% | +108.0% | +17.8% |
| 5Y | +38.9% | -99.2% | +138.1% | +45.6% |
| All | +53.9% | -96.8% | +150.7% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling