+268.4%
TT vs LCID
-96.5%
+364.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.4% | -4.7% | +4.1% |
| 7D | +1.7% | +20.0% | -18.3% | +0.6% |
| 30D | -11.8% | -5.0% | -6.8% | -11.8% |
| 3M | -12.6% | -48.9% | +36.3% | -9.6% |
| 6M | -9.4% | -43.2% | +33.9% | -7.8% |
| YTD | +8.8% | -65.9% | +74.8% | +13.8% |
| 1Y | -2.5% | -79.2% | +76.6% | +4.8% |
| 3Y | +95.7% | -90.4% | +186.1% | +113.3% |
| 5Y | +135.7% | -99.2% | +234.9% | +177.5% |
| All | +268.4% | -96.5% | +364.9% | +339.2% |
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