-65.7%
TTD vs LCID
-96.5%
+30.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.4% | +6.0% | +13.3% |
| 7D | +19.0% | +20.0% | -1.0% | +13.9% |
| 30D | +23.6% | -5.0% | +28.6% | +24.6% |
| 3M | +8.2% | -48.9% | +57.1% | +24.6% |
| 6M | -35.3% | -43.2% | +7.9% | -29.8% |
| YTD | -60.7% | -65.9% | +5.3% | -53.0% |
| 1Y | -65.3% | -79.2% | +13.9% | -53.6% |
| 3Y | -80.6% | -90.4% | +9.9% | -73.1% |
| 5Y | -84.6% | -99.2% | +14.6% | -63.3% |
| All | -65.7% | -96.5% | +30.8% | -11.2% |
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