-9.7%
TRI vs LCID
-97.8%
+88.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.4% |
| 7D | -8.4% | -9.3% | +0.9% | -7.9% |
| 30D | -6.5% | -35.4% | +28.9% | -4.3% |
| 3M | +18.6% | -17.1% | +35.7% | +19.1% |
| 6M | -10.4% | -58.9% | +48.5% | -7.2% |
| YTD | -23.7% | -59.6% | +35.9% | -21.0% |
| 1Y | -42.5% | -78.0% | +35.5% | -39.0% |
| 3Y | -19.3% | -92.7% | +73.4% | -12.1% |
| 5Y | -9.7% | -97.8% | +88.2% | +5.7% |
| All | -9.7% | -97.8% | +88.1% | +5.7% |
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