+34.7%
TSCO vs LCID
-95.9%
+130.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -3.1% | -9.1% | +6.0% | -2.6% |
| 30D | -4.4% | -37.6% | +33.3% | -1.7% |
| 3M | +9.7% | -11.1% | +20.8% | +9.0% |
| 6M | -32.4% | -59.2% | +26.8% | -29.5% |
| YTD | -31.7% | -60.5% | +28.8% | -28.8% |
| 1Y | -41.3% | -78.5% | +37.2% | -36.4% |
| 3Y | -18.3% | -92.8% | +74.5% | -7.9% |
| 5Y | -10.3% | -97.9% | +87.7% | +7.1% |
| All | +34.7% | -95.9% | +130.6% | +53.1% |
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