-63.3%
TTD vs LCID
-96.4%
+33.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +4.2% |
| 7D | +20.8% | +8.9% | +11.9% | +18.3% |
| 30D | +33.8% | +6.8% | +27.0% | +31.5% |
| 3M | +17.8% | -45.2% | +63.1% | +33.5% |
| 6M | -25.7% | -39.1% | +13.4% | -20.8% |
| YTD | -57.9% | -65.3% | +7.4% | -50.0% |
| 1Y | -63.8% | -78.4% | +14.6% | -52.1% |
| 3Y | -75.0% | -90.3% | +15.3% | -65.4% |
| 5Y | -82.5% | -99.2% | +16.6% | -58.5% |
| All | -63.3% | -96.4% | +33.1% | -5.4% |
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