-35.3%
TSLL vs LCID
-92.6%
+57.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -12.6% |
| 7D | +1.9% | -6.6% | +8.5% | +4.5% |
| 30D | +17.8% | -30.1% | +47.9% | +36.3% |
| 3M | -37.0% | -17.6% | -19.4% | -35.5% |
| 6M | -37.7% | -54.4% | +16.8% | -18.2% |
| YTD | -51.4% | -55.7% | +4.4% | -36.5% |
| 1Y | -23.4% | -71.0% | +47.7% | +21.5% |
| All | -35.3% | -92.6% | +57.2% | +72.8% |
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