+530.3%
TTMI vs LCID
-96.3%
+626.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.7% | -8.8% | -4.6% |
| 7D | -11.5% | +24.8% | -36.3% | -13.3% |
| 30D | -40.3% | -0.5% | -39.8% | -40.5% |
| 3M | -44.5% | -43.0% | -1.5% | -41.8% |
| 6M | -54.1% | -40.5% | -13.5% | -52.9% |
| YTD | +4.7% | -64.3% | +69.0% | +12.1% |
| 1Y | +3.3% | -78.1% | +81.4% | +15.2% |
| 3Y | +407.2% | -90.1% | +497.3% | +478.8% |
| 5Y | +406.5% | -99.1% | +505.6% | +517.3% |
| All | +530.3% | -96.3% | +626.6% | +669.3% |
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