+36.6%
TSCO vs LCID
-95.8%
+132.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -3.2% |
| 7D | -2.5% | -9.3% | +6.9% | -1.9% |
| 30D | -1.1% | -35.4% | +34.3% | +1.4% |
| 3M | +14.3% | -17.1% | +31.4% | +14.1% |
| 6M | -31.9% | -58.9% | +27.1% | -29.0% |
| YTD | -30.7% | -59.6% | +28.9% | -27.9% |
| 1Y | -41.1% | -78.0% | +36.9% | -36.3% |
| 3Y | -17.1% | -92.7% | +75.5% | -6.7% |
| 5Y | -7.5% | -97.8% | +90.3% | +10.2% |
| All | +36.6% | -95.8% | +132.4% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling