-44.5%
TOST vs LCID
-98.8%
+54.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -3.9% |
| 7D | +9.4% | +8.9% | +0.5% | +6.7% |
| 30D | +13.5% | -15.4% | +28.9% | +17.3% |
| 3M | -0.1% | -52.9% | +52.7% | +18.1% |
| 6M | +22.5% | -46.8% | +69.3% | +34.4% |
| YTD | -2.4% | -68.9% | +66.5% | +20.6% |
| 1Y | -4.7% | -81.7% | +77.0% | +35.1% |
| 3Y | +103.2% | -92.4% | +195.6% | +216.6% |
| 5Y | -41.2% | -99.2% | +58.0% | +74.6% |
| All | -44.5% | -98.8% | +54.3% | +58.6% |
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