+251.9%
TT vs LCID
-96.8%
+348.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.4% | -8.0% | +1.8% |
| 7D | -2.0% | +8.9% | -11.0% | -2.5% |
| 30D | -14.0% | -15.4% | +1.4% | -13.4% |
| 3M | -15.9% | -52.9% | +37.0% | -12.5% |
| 6M | -17.3% | -46.8% | +29.5% | -15.6% |
| YTD | +4.0% | -68.9% | +72.8% | +9.2% |
| 1Y | -7.1% | -81.7% | +74.6% | +0.6% |
| 3Y | +90.2% | -92.4% | +182.6% | +110.1% |
| 5Y | +131.1% | -99.2% | +230.3% | +173.3% |
| All | +251.9% | -96.8% | +348.7% | +321.8% |
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