+13.1%
TROW vs LCID
-92.8%
+105.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.2% | -0.7% |
| 7D | -1.5% | -9.3% | +7.8% | -0.5% |
| 30D | -5.3% | -35.4% | +30.1% | -1.1% |
| 3M | +2.9% | -17.1% | +20.0% | +3.2% |
| 6M | +22.2% | -58.9% | +81.1% | +31.5% |
| YTD | +8.1% | -59.6% | +67.7% | +16.0% |
| 1Y | +5.8% | -78.0% | +83.8% | +20.3% |
| All | +13.1% | -92.8% | +105.9% | +41.0% |
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