+72.4%
TMUS vs LCID
-95.4%
+167.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.5% |
| 7D | +0.1% | -6.6% | +6.7% | +0.1% |
| 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% | -16.0% |
| YTD | -9.2% | -55.7% | +46.6% | -8.7% |
| 1Y | -26.5% | -71.0% | +44.6% | -25.8% |
| 3Y | +39.0% | -92.6% | +131.7% | +42.6% |
| 5Y | +40.4% | -97.6% | +138.0% | +46.8% |
| All | +72.4% | -95.4% | +167.9% | +93.0% |
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