+0.3%
TSN vs LCID
-95.8%
+96.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.7% | -0.8% |
| 7D | -7.3% | -9.3% | +2.0% | -7.1% |
| 30D | -8.6% | -35.4% | +26.8% | -7.6% |
| 3M | -7.5% | -17.1% | +9.6% | -7.4% |
| 6M | -14.1% | -58.9% | +44.8% | -12.6% |
| YTD | -9.4% | -59.6% | +50.2% | -8.0% |
| 1Y | -4.1% | -78.0% | +73.9% | -1.1% |
| 3Y | +10.3% | -92.7% | +103.0% | +15.8% |
| 5Y | -19.7% | -97.8% | +78.1% | -15.0% |
| All | +0.3% | -95.8% | +96.1% | +5.2% |
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