-12.0%
TRI vs LCID
-92.2%
+80.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.3% | +0.5% |
| 7D | -2.9% | -10.2% | +7.3% | -2.5% |
| 30D | +3.7% | -10.2% | +13.9% | +3.9% |
| 3M | +3.7% | -54.1% | +57.8% | +7.4% |
| 6M | +35.1% | -53.8% | +88.9% | +39.1% |
| YTD | -14.0% | -72.0% | +58.0% | -10.2% |
| 1Y | -19.0% | -80.5% | +61.6% | -14.7% |
| 3Y | -12.0% | -92.6% | +80.6% | -6.6% |
| All | -12.0% | -92.2% | +80.2% | -6.6% |
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 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