-21.0%
TSLQ vs LCID
-79.4%
+58.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +11.6% | -5.1% | +9.7% |
| 7D | +9.8% | -1.2% | +11.0% | +9.3% |
| 30D | -6.0% | -19.2% | +13.1% | -12.0% |
| 3M | -35.0% | -56.7% | +21.7% | -49.3% |
| 6M | -24.9% | -49.6% | +24.7% | -35.1% |
| YTD | -12.7% | -68.1% | +55.5% | -33.5% |
| 1Y | -21.0% | -79.4% | +58.4% | -50.7% |
| All | -21.0% | -79.4% | +58.4% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling