-38.3%
TROW vs LCID
-97.8%
+59.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.2% | -0.4% |
| 7D | -1.5% | -9.3% | +7.8% | -0.2% |
| 30D | -5.3% | -35.4% | +30.1% | +0.4% |
| 3M | +2.9% | -17.1% | +20.0% | +3.2% |
| 6M | +22.2% | -58.9% | +81.1% | +34.6% |
| YTD | +8.1% | -59.6% | +67.7% | +18.6% |
| 1Y | +5.8% | -78.0% | +83.8% | +26.1% |
| 3Y | +14.0% | -92.7% | +106.7% | +49.4% |
| 5Y | -38.3% | -97.8% | +59.6% | -4.3% |
| All | -38.3% | -97.8% | +59.5% | -4.3% |
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