+41.1%
TRI vs LCID
-95.9%
+137.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +1.7% |
| 7D | -7.9% | -9.8% | +1.9% | -7.6% |
| 30D | -4.5% | -35.5% | +31.0% | -3.1% |
| 3M | +22.1% | -18.4% | +40.5% | +22.6% |
| 6M | -2.8% | -60.5% | +57.7% | -0.5% |
| YTD | -23.4% | -60.1% | +36.7% | -21.8% |
| 1Y | -41.5% | -78.8% | +37.3% | -39.5% |
| 3Y | -19.2% | -92.8% | +73.6% | -15.4% |
| 5Y | -9.4% | -97.9% | +88.5% | -1.9% |
| All | +41.1% | -95.9% | +137.0% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling