+272.1%
TT vs LCID
-96.4%
+368.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.1% |
| 7D | +3.5% | +8.9% | -5.4% | +2.9% |
| 30D | -11.0% | +6.8% | -17.9% | -11.6% |
| 3M | -12.0% | -45.2% | +33.2% | -9.3% |
| 6M | -10.4% | -39.1% | +28.7% | -9.3% |
| YTD | +9.9% | -65.3% | +75.2% | +14.8% |
| 1Y | +1.5% | -78.4% | +79.9% | +8.9% |
| 3Y | +93.7% | -90.3% | +184.1% | +111.1% |
| 5Y | +139.2% | -99.2% | +238.4% | +181.4% |
| All | +272.1% | -96.4% | +368.5% | +343.2% |
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