+6.9%
TROW vs LCID
-95.9%
+102.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | -3.2% | -9.8% | +6.6% | -2.1% |
| 30D | -4.6% | -35.5% | +30.9% | -0.1% |
| 3M | -0.7% | -18.4% | +17.7% | -0.1% |
| 6M | +22.2% | -60.5% | +82.7% | +32.2% |
| YTD | +6.6% | -60.1% | +66.7% | +14.7% |
| 1Y | +5.8% | -78.8% | +84.6% | +21.4% |
| 3Y | +11.6% | -92.8% | +104.4% | +36.1% |
| 5Y | -38.9% | -97.9% | +59.0% | -17.3% |
| All | +6.9% | -95.9% | +102.7% | +46.6% |
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 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