-95.9%
TSLQ vs LCID
-92.3%
-3.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.1% | -6.9% | -8.4% |
| 7D | -8.6% | +1.8% | -10.3% | -8.1% |
| 30D | -24.9% | -34.2% | +9.3% | -35.8% |
| 3M | -1.5% | -9.1% | +7.6% | +2.3% |
| 6M | -18.1% | -52.6% | +34.5% | -32.8% |
| YTD | -0.1% | -56.2% | +56.1% | -18.5% |
| 1Y | -51.4% | -74.9% | +23.5% | -67.5% |
| 3Y | -95.9% | -92.1% | -3.8% | -97.5% |
| All | -95.9% | -92.3% | -3.7% | -97.5% |
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