-83.3%
TTD vs LCID
-93.0%
+9.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | -0.5% |
| 7D | +5.2% | +8.9% | -3.7% | +3.8% |
| 30D | +6.9% | -15.4% | +22.4% | +9.0% |
| 3M | -26.8% | -52.9% | +26.0% | -19.8% |
| 6M | -46.1% | -46.8% | +0.7% | -43.0% |
| YTD | -65.9% | -68.9% | +2.9% | -61.7% |
| 1Y | -71.8% | -81.7% | +9.9% | -66.1% |
| 3Y | -83.3% | -92.4% | +9.1% | -78.9% |
| All | -83.3% | -93.0% | +9.7% | -78.9% |
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