+984.2%
TTMI vs LCID
-95.8%
+1,080.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.8% | +3.8% | -3.2% |
| 7D | +7.5% | -9.3% | +16.8% | +8.4% |
| 30D | -4.5% | -35.4% | +30.9% | -0.7% |
| 3M | -28.5% | -17.1% | -11.4% | -28.6% |
| 6M | +28.4% | -58.9% | +87.3% | +36.6% |
| YTD | +80.1% | -59.6% | +139.7% | +91.2% |
| 1Y | +161.0% | -78.0% | +239.0% | +191.3% |
| 3Y | +862.4% | -92.7% | +955.1% | +1,016.7% |
| 5Y | +812.9% | -97.8% | +910.8% | +1,000.0% |
| All | +984.2% | -95.8% | +1,080.0% | +1,212.7% |
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