-46.4%
TOST vs LCID
-98.8%
+52.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.3% | +9.6% | +1.1% |
| 7D | -4.7% | +9.2% | -13.9% | -7.2% |
| 30D | +8.5% | -3.0% | +11.5% | +8.2% |
| 3M | -1.6% | -50.2% | +48.6% | +14.5% |
| 6M | +44.1% | -45.8% | +90.0% | +57.3% |
| YTD | -5.6% | -69.2% | +63.6% | +16.5% |
| 1Y | -12.6% | -80.4% | +67.8% | +21.2% |
| 3Y | +137.6% | -91.4% | +229.0% | +252.1% |
| 5Y | -30.4% | -99.3% | +68.9% | +105.6% |
| All | -46.4% | -98.8% | +52.4% | +53.2% |
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