-49.1%
TSLL vs LCID
-98.4%
+49.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.2% | +5.5% | +0.5% |
| 7D | +17.8% | -10.2% | +28.0% | +22.8% |
| 30D | +8.2% | -10.2% | +18.4% | +11.4% |
| 3M | +20.9% | -54.1% | +75.0% | +68.2% |
| 6M | -37.5% | -53.8% | +16.3% | -18.9% |
| YTD | -44.5% | -72.0% | +27.5% | -11.4% |
| 1Y | -33.0% | -80.5% | +47.6% | +27.3% |
| 3Y | -6.4% | -92.6% | +86.2% | +146.0% |
| All | -49.1% | -98.4% | +49.3% | +194.7% |
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 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