+10.9%
TRMB vs LCID
-96.3%
+107.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.4% |
| 7D | -16.6% | +24.8% | -41.4% | -19.0% |
| 30D | -8.9% | -0.5% | -8.4% | -9.4% |
| 3M | -6.3% | -43.0% | +36.7% | -1.1% |
| 6M | -10.0% | -40.5% | +30.6% | -7.0% |
| YTD | -30.1% | -64.3% | +34.2% | -24.1% |
| 1Y | -31.3% | -78.1% | +46.8% | -21.4% |
| 3Y | +30.8% | -90.1% | +120.9% | +54.0% |
| 5Y | -35.9% | -99.1% | +63.1% | -8.8% |
| All | +10.9% | -96.3% | +107.3% | +45.4% |
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