-22.5%
TNA vs LCID
-97.8%
+75.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.6% | -1.4% |
| 7D | -3.6% | -9.3% | +5.7% | -0.2% |
| 30D | -10.1% | -35.4% | +25.3% | +4.7% |
| 3M | +2.7% | -17.1% | +19.8% | +2.3% |
| 6M | +38.4% | -58.9% | +97.4% | +77.1% |
| YTD | +45.4% | -59.6% | +105.0% | +85.5% |
| 1Y | +55.9% | -78.0% | +133.9% | +148.9% |
| 3Y | +109.8% | -92.7% | +202.5% | +337.5% |
| 5Y | -22.5% | -97.8% | +75.3% | +163.9% |
| All | -22.5% | -97.8% | +75.3% | +163.9% |
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