-66.9%
TTD vs LCID
-95.4%
+28.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.8% |
| 7D | +6.3% | -6.6% | +12.9% | +7.9% |
| 30D | -23.9% | -30.1% | +6.3% | -17.9% |
| 3M | -31.4% | -17.6% | -13.8% | -31.0% |
| 6M | -42.7% | -54.4% | +11.8% | -34.9% |
| YTD | -62.0% | -55.7% | -6.3% | -56.9% |
| 1Y | -72.2% | -71.0% | -1.2% | -65.6% |
| 3Y | -81.9% | -92.6% | +10.7% | -72.5% |
| 5Y | -81.5% | -97.6% | +16.1% | -62.4% |
| All | -66.9% | -95.4% | +28.5% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling