+270.6%
TRV vs LCID
-95.9%
+366.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | -1.5% | -9.1% | +7.7% | -1.4% |
| 30D | -1.8% | -37.6% | +35.8% | -1.5% |
| 3M | +21.6% | -11.1% | +32.6% | +21.7% |
| 6M | +22.5% | -59.2% | +81.6% | +23.0% |
| YTD | +28.1% | -60.5% | +88.6% | +28.7% |
| 1Y | +37.0% | -78.5% | +115.5% | +38.0% |
| 3Y | +141.9% | -92.8% | +234.7% | +144.3% |
| 5Y | +158.5% | -97.9% | +256.4% | +162.5% |
| All | +270.6% | -95.9% | +366.5% | +308.3% |
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 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