-42.8%
TSCO vs LCID
-78.6%
+35.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.4% |
| 7D | -3.1% | -9.1% | +6.0% | -3.0% |
| 30D | -4.4% | -37.6% | +33.3% | -4.1% |
| 3M | +9.7% | -11.1% | +20.8% | +8.7% |
| 6M | -32.4% | -59.2% | +26.8% | -30.6% |
| YTD | -31.7% | -60.5% | +28.8% | -30.5% |
| All | -42.8% | -78.6% | +35.8% | -40.5% |
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