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  • TPR vs LCID✓SelectedUSD · LCIDTPR vs LCID performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+704.0%
LCID return
-95.4%
Excess return
+799.4%
Maximum drawdown
-45.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D0.0%+1.7%-1.7%-0.2%
7D-2.3%-6.6%+4.3%-1.5%
30D-23.0%-30.1%+7.2%-19.8%
3M-12.5%-17.6%+5.1%-12.3%
6M-21.4%-54.4%+33.0%-15.9%
YTD-3.5%-55.7%+52.2%+3.0%
1Y+17.4%-71.0%+88.4%+30.9%
3Y+291.3%-92.6%+383.9%+386.1%
5Y+241.9%-97.6%+339.5%+363.6%
All+704.0%-95.4%+799.4%+1,014.1%

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