+139.8%
TRV vs LCID
-92.3%
+232.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | +0.5% | +1.8% | -1.3% | +0.5% |
| 30D | -4.9% | -34.2% | +29.4% | -4.7% |
| 3M | +23.7% | -9.1% | +32.9% | +24.0% |
| 6M | +20.3% | -52.6% | +72.9% | +20.7% |
| YTD | +27.1% | -56.2% | +83.2% | +27.4% |
| 1Y | +35.3% | -74.9% | +110.2% | +36.1% |
| 3Y | +139.8% | -92.1% | +231.9% | +141.3% |
| All | +139.8% | -92.3% | +232.1% | +141.3% |
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 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