+42.0%
TMUS vs LCID
-97.6%
+139.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.5% |
| 7D | +0.1% | -6.6% | +6.7% | +0.2% |
| 30D | +5.3% | -30.1% | +35.4% | +5.6% |
| 3M | +3.1% | -17.6% | +20.7% | +3.2% |
| 6M | -16.5% | -54.4% | +38.0% | -15.8% |
| YTD | -9.2% | -55.7% | +46.6% | -8.5% |
| 1Y | -26.5% | -71.0% | +44.6% | -25.5% |
| 3Y | +39.0% | -92.6% | +131.7% | +44.3% |
| All | +42.0% | -97.6% | +139.6% | +52.8% |
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 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