+10.9%
TROW vs LCID
-97.1%
+108.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +9.9% | +1.7% |
| 7D | +0.5% | -10.2% | +10.7% | +1.5% |
| 30D | +9.3% | -10.2% | +19.5% | +10.1% |
| 3M | -0.9% | -54.1% | +53.2% | +7.0% |
| 6M | +8.3% | -53.8% | +62.1% | +14.9% |
| YTD | +10.6% | -72.0% | +82.7% | +23.0% |
| 1Y | +10.5% | -80.5% | +91.1% | +27.6% |
| 3Y | +36.5% | -92.6% | +129.1% | +65.1% |
| 5Y | -37.1% | -99.3% | +62.3% | -11.0% |
| All | +10.9% | -97.1% | +108.0% | +57.2% |
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