-24.9%
TSLL vs LCID
-93.7%
+68.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.6% | -10.3% | -17.1% |
| 7D | -28.9% | -6.9% | -22.0% | -26.6% |
| 30D | -21.4% | -28.4% | +6.9% | -10.9% |
| 3M | +5.0% | -55.5% | +60.5% | +44.0% |
| 6M | -36.6% | -52.3% | +15.8% | -19.9% |
| YTD | -56.6% | -71.8% | +15.2% | -32.9% |
| 1Y | -60.9% | -82.7% | +21.8% | -24.2% |
| All | -24.9% | -93.7% | +68.8% | +93.3% |
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