+292.3%
TT vs LCID
-95.4%
+387.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.2% | -6.6% | +6.4% | +0.1% |
| 30D | -7.4% | -30.1% | +22.8% | -5.6% |
| 3M | -3.2% | -17.6% | +14.4% | -3.3% |
| 6M | +1.1% | -54.4% | +55.5% | +4.6% |
| YTD | +15.6% | -55.7% | +71.3% | +19.4% |
| 1Y | +9.2% | -71.0% | +80.2% | +15.4% |
| 3Y | +124.4% | -92.6% | +217.0% | +148.7% |
| 5Y | +138.0% | -97.6% | +235.6% | +175.3% |
| All | +292.3% | -95.4% | +387.7% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling