-67.8%
TTD vs LCID
-95.5%
+27.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.8% | -2.6% |
| 7D | +1.7% | +1.8% | 0.0% | +1.3% |
| 30D | +1.6% | -34.2% | +35.8% | +11.3% |
| 3M | -27.8% | -9.1% | -18.7% | -29.0% |
| 6M | -52.1% | -52.6% | +0.5% | -46.0% |
| YTD | -63.1% | -56.2% | -6.9% | -58.0% |
| 1Y | -73.1% | -74.9% | +1.8% | -65.4% |
| 3Y | -83.3% | -92.1% | +8.8% | -75.1% |
| 5Y | -80.6% | -97.6% | +16.9% | -60.5% |
| All | -67.8% | -95.5% | +27.7% | -20.7% |
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