-97.1%
TSLQ vs LCID
-97.8%
+0.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +1.6% |
| 7D | +5.7% | -9.1% | +14.8% | +1.9% |
| 30D | -21.1% | -37.6% | +16.5% | -33.8% |
| 3M | -11.5% | -11.1% | -0.4% | -8.9% |
| 6M | -14.9% | -59.2% | +44.3% | -33.7% |
| YTD | +2.4% | -60.5% | +62.9% | -19.0% |
| 1Y | -49.8% | -78.5% | +28.7% | -67.9% |
| 3Y | -95.8% | -92.8% | -3.0% | -97.5% |
| All | -97.1% | -97.8% | +0.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling