+271.4%
TT vs LCID
-96.8%
+368.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.3% | +11.1% | +0.5% |
| 7D | +8.1% | +9.2% | -1.2% | +7.4% |
| 30D | -11.3% | -3.0% | -8.3% | -11.4% |
| 3M | -11.2% | -50.2% | +39.1% | -8.0% |
| 6M | -8.9% | -45.8% | +36.9% | -7.2% |
| YTD | +9.7% | -69.2% | +78.9% | +15.3% |
| 1Y | +1.3% | -80.4% | +81.6% | +9.2% |
| 3Y | +93.4% | -91.4% | +184.8% | +112.1% |
| 5Y | +133.5% | -99.3% | +232.8% | +176.4% |
| All | +271.4% | -96.8% | +368.2% | +345.2% |
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