-45.7%
TOST vs LCID
-98.3%
+52.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.4% |
| 7D | -3.4% | -6.6% | +3.2% | -1.8% |
| 30D | -2.4% | -30.1% | +27.7% | +5.9% |
| 3M | +34.6% | -17.6% | +52.2% | +34.7% |
| 6M | +15.2% | -54.4% | +69.6% | +32.6% |
| YTD | -4.4% | -55.7% | +51.3% | +9.6% |
| 1Y | -17.4% | -71.0% | +53.6% | +4.4% |
| 3Y | +54.5% | -92.6% | +147.1% | +153.8% |
| All | -45.7% | -98.3% | +52.6% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling