+416.5%
TPR vs LCID
-93.0%
+509.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -2.1% |
| 7D | +14.2% | +8.9% | +5.3% | +12.9% |
| 30D | +17.1% | -15.4% | +32.5% | +18.5% |
| 3M | -17.7% | -52.9% | +35.2% | -11.4% |
| 6M | -10.2% | -46.8% | +36.7% | -6.4% |
| YTD | +4.9% | -68.9% | +73.8% | +15.3% |
| 1Y | +36.1% | -81.7% | +117.8% | +58.8% |
| 3Y | +416.5% | -92.4% | +508.8% | +568.5% |
| All | +416.5% | -93.0% | +509.5% | +568.5% |
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