-40.9%
TSCO vs LCID
-71.9%
+31.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +0.8% | -6.6% | +7.4% | +0.8% |
| 30D | +5.5% | -30.1% | +35.6% | +5.7% |
| 3M | +20.0% | -17.6% | +37.6% | +19.4% |
| 6M | -29.8% | -54.4% | +24.6% | -28.2% |
| YTD | -28.7% | -55.7% | +27.1% | -27.6% |
| 1Y | -40.9% | -71.0% | +30.1% | -36.7% |
| All | -40.9% | -71.9% | +31.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling