+132.3%
TT vs LCID
-99.3%
+231.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.2% | +7.8% | -0.7% |
| 7D | +4.0% | -10.2% | +14.2% | +4.8% |
| 30D | -11.3% | -10.2% | -1.1% | -10.9% |
| 3M | -12.3% | -54.1% | +41.8% | -7.5% |
| 6M | -10.8% | -53.8% | +42.9% | -7.5% |
| YTD | +8.2% | -72.0% | +80.2% | +16.5% |
| 1Y | +1.5% | -80.5% | +82.0% | +12.5% |
| 3Y | +91.5% | -92.6% | +184.0% | +119.8% |
| All | +132.3% | -99.3% | +231.7% | +212.0% |
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