-96.9%
TSLQ vs LCID
-92.2%
-4.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +13.0% | +0.2% |
| 7D | -16.8% | -10.2% | -6.7% | -19.5% |
| 30D | -18.0% | -10.2% | -7.8% | -19.4% |
| 3M | -34.5% | -54.1% | +19.6% | -49.6% |
| 6M | -8.9% | -53.8% | +44.8% | -24.3% |
| YTD | -19.0% | -72.0% | +53.0% | -42.6% |
| 1Y | -38.2% | -80.5% | +42.3% | -61.9% |
| 3Y | -96.9% | -92.6% | -4.4% | -98.1% |
| All | -96.9% | -92.2% | -4.8% | -98.1% |
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