+240.4%
TPR vs LCID
-97.6%
+338.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -2.3% | -6.6% | +4.3% | -1.4% |
| 30D | -23.0% | -30.1% | +7.2% | -19.3% |
| 3M | -12.5% | -17.6% | +5.1% | -12.3% |
| 6M | -21.4% | -54.4% | +33.0% | -14.9% |
| YTD | -3.5% | -55.7% | +52.2% | +4.2% |
| 1Y | +17.4% | -71.0% | +88.4% | +33.6% |
| 3Y | +291.3% | -92.6% | +383.9% | +411.7% |
| All | +240.4% | -97.6% | +338.0% | +403.6% |
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 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