+268.6%
TT vs LCID
-96.3%
+364.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.7% | -0.2% |
| 7D | +0.8% | +24.8% | -24.0% | -0.5% |
| 30D | -11.8% | -0.5% | -11.2% | -12.0% |
| 3M | -11.6% | -43.0% | +31.4% | -9.1% |
| 6M | -9.3% | -40.5% | +31.2% | -8.0% |
| YTD | +8.9% | -64.3% | +73.2% | +13.5% |
| 1Y | -2.2% | -78.1% | +75.8% | +4.8% |
| 3Y | +91.9% | -90.1% | +182.0% | +108.8% |
| 5Y | +136.0% | -99.1% | +235.1% | +176.9% |
| All | +268.6% | -96.3% | +364.9% | +338.3% |
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