-97.2%
TSLQ vs LCID
-97.8%
+0.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.8% | +7.9% | -2.8% |
| 7D | -8.0% | -9.3% | +1.3% | -11.5% |
| 30D | -23.8% | -35.4% | +11.6% | -35.2% |
| 3M | -7.0% | -17.1% | +10.1% | -6.7% |
| 6M | -17.1% | -58.9% | +41.8% | -35.3% |
| YTD | +0.1% | -59.6% | +59.7% | -20.2% |
| 1Y | -51.2% | -78.0% | +26.8% | -68.5% |
| 3Y | -95.9% | -92.7% | -3.2% | -97.5% |
| All | -97.2% | -97.8% | +0.6% | -98.7% |
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