+234.9%
TPR vs LCID
-99.3%
+334.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.1% | +1.1% |
| 7D | -0.3% | -10.2% | +9.9% | +0.9% |
| 30D | +15.1% | -10.2% | +25.3% | +15.8% |
| 3M | +3.5% | -54.1% | +57.6% | +13.8% |
| 6M | +0.4% | -53.8% | +54.2% | +7.7% |
| YTD | +4.6% | -72.0% | +76.6% | +19.3% |
| 1Y | +33.1% | -80.5% | +113.6% | +59.6% |
| 3Y | +396.0% | -92.6% | +488.5% | +537.5% |
| All | +234.9% | -99.3% | +334.3% | +467.2% |
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