+77.7%
TNA vs LCID
-97.1%
+174.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.2% | +8.2% | +1.8% |
| 7D | +3.7% | -10.2% | +13.9% | +6.9% |
| 30D | +4.4% | -10.2% | +14.6% | +7.2% |
| 3M | -26.7% | -54.1% | +27.5% | -8.3% |
| 6M | -12.8% | -53.8% | +40.9% | +3.5% |
| YTD | +22.7% | -72.0% | +94.7% | +67.3% |
| 1Y | +35.7% | -80.5% | +116.2% | +106.6% |
| 3Y | +134.6% | -92.6% | +227.1% | +326.7% |
| 5Y | -46.0% | -99.3% | +53.3% | +65.2% |
| All | +77.7% | -97.1% | +174.8% | +408.3% |
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