-18.4%
TSLL vs LCID
-93.0%
+74.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.4% | -1.8% | +4.3% |
| 7D | -21.2% | +8.9% | -30.2% | -23.7% |
| 30D | -13.3% | -15.4% | +2.1% | -8.1% |
| 3M | +15.4% | -52.9% | +68.3% | +54.8% |
| 6M | -34.2% | -46.8% | +12.6% | -20.6% |
| YTD | -52.9% | -68.9% | +16.0% | -30.0% |
| 1Y | -54.3% | -81.7% | +27.3% | -13.2% |
| 3Y | -18.4% | -92.4% | +74.0% | +101.7% |
| All | -18.4% | -93.0% | +74.6% | +101.7% |
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 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