-17.3%
TSCO vs LCID
-92.8%
+75.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -3.3% |
| 7D | -2.5% | -9.3% | +6.9% | -2.0% |
| 30D | -1.1% | -35.4% | +34.3% | +0.8% |
| 3M | +14.3% | -17.1% | +31.4% | +13.9% |
| 6M | -31.9% | -58.9% | +27.1% | -29.3% |
| YTD | -30.7% | -59.6% | +28.9% | -28.3% |
| 1Y | -41.1% | -78.0% | +36.9% | -36.8% |
| All | -17.3% | -92.8% | +75.5% | -2.8% |
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