+51.8%
TMUS vs LCID
-99.3%
+151.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | -0.5% |
| 7D | +4.9% | -10.2% | +15.1% | +5.0% |
| 30D | +7.7% | -10.2% | +17.9% | +7.8% |
| 3M | -6.8% | -54.1% | +47.3% | -6.0% |
| 6M | -9.7% | -53.8% | +44.1% | -9.1% |
| YTD | -15.0% | -72.0% | +57.1% | -13.9% |
| 1Y | -19.1% | -80.5% | +61.4% | -17.6% |
| 3Y | +21.4% | -92.6% | +114.0% | +24.7% |
| All | +51.8% | -99.3% | +151.1% | +69.1% |
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