+56.7%
TOST vs LCID
-92.6%
+149.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.2% |
| 7D | -3.4% | -6.6% | +3.2% | -2.4% |
| 30D | -2.4% | -30.1% | +27.7% | +3.1% |
| 3M | +34.6% | -17.6% | +52.2% | +34.9% |
| 6M | +15.2% | -54.4% | +69.6% | +27.2% |
| YTD | -4.4% | -55.7% | +51.3% | +5.3% |
| 1Y | -17.4% | -71.0% | +53.6% | -2.8% |
| All | +56.7% | -92.6% | +149.2% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling