+42.2%
TSN vs LCID
-93.0%
+135.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -0.9% |
| 7D | +4.6% | +8.9% | -4.3% | +4.4% |
| 30D | +15.4% | -15.4% | +30.9% | +15.6% |
| 3M | +2.9% | -52.9% | +55.8% | +4.0% |
| 6M | -10.8% | -46.8% | +36.1% | -10.1% |
| YTD | +4.5% | -68.9% | +73.3% | +5.8% |
| 1Y | +19.5% | -81.7% | +101.2% | +21.8% |
| 3Y | +42.2% | -92.4% | +134.6% | +52.6% |
| All | +42.2% | -93.0% | +135.2% | +52.6% |
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