+104.3%
TNA vs LCID
-95.9%
+200.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.4% |
| 7D | -7.6% | -9.1% | +1.5% | -4.9% |
| 30D | -13.6% | -37.6% | +24.0% | -0.7% |
| 3M | +2.8% | -11.1% | +13.9% | +0.8% |
| 6M | +34.5% | -59.2% | +93.7% | +66.1% |
| YTD | +41.0% | -60.5% | +101.5% | +74.7% |
| 1Y | +52.0% | -78.5% | +130.5% | +126.5% |
| 3Y | +103.5% | -92.8% | +196.3% | +275.6% |
| 5Y | -22.5% | -97.9% | +75.4% | +93.6% |
| All | +104.3% | -95.9% | +200.2% | +430.8% |
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 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