-27.7%
TOST vs LCID
-99.3%
+71.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.2% | +12.7% | +5.8% |
| 7D | 0.0% | -10.2% | +10.2% | +2.2% |
| 30D | +16.2% | -10.2% | +26.4% | +17.8% |
| 3M | -1.5% | -54.1% | +52.6% | +17.6% |
| 6M | +55.3% | -53.8% | +109.1% | +77.2% |
| YTD | -2.3% | -72.0% | +69.7% | +24.6% |
| 1Y | -5.5% | -80.5% | +75.0% | +32.9% |
| 3Y | +151.1% | -92.6% | +243.7% | +294.3% |
| All | -27.7% | -99.3% | +71.6% | +155.1% |
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