-75.3%
TTD vs LCID
-92.2%
+16.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.2% | +10.6% | +2.7% |
| 7D | +21.3% | -10.2% | +31.5% | +23.1% |
| 30D | +28.7% | -10.2% | +38.9% | +30.5% |
| 3M | +7.7% | -54.1% | +61.8% | +18.8% |
| 6M | -23.5% | -53.8% | +30.3% | -17.2% |
| YTD | -58.7% | -72.0% | +13.4% | -52.8% |
| 1Y | -63.4% | -80.5% | +17.1% | -56.2% |
| 3Y | -75.3% | -92.6% | +17.3% | -68.0% |
| All | -75.3% | -92.2% | +16.9% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling