+146.0%
TT vs LCID
-97.6%
+243.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | 0.0% | -6.6% | +6.6% | +0.5% |
| 30D | -7.2% | -30.1% | +23.0% | -4.8% |
| 3M | -3.0% | -17.6% | +14.6% | -3.2% |
| 6M | +1.4% | -54.4% | +55.8% | +5.9% |
| YTD | +15.9% | -55.7% | +71.6% | +21.0% |
| 1Y | +9.4% | -71.0% | +80.5% | +17.8% |
| 3Y | +124.4% | -92.6% | +217.0% | +159.4% |
| All | +146.0% | -97.6% | +243.7% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling