+586.7%
TTMI vs LCID
-96.4%
+683.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.7% | +11.6% | +9.2% |
| 7D | +7.2% | +8.9% | -1.7% | +6.5% |
| 30D | -28.7% | +6.8% | -35.5% | -29.4% |
| 3M | -39.8% | -45.2% | +5.4% | -36.7% |
| 6M | -51.7% | -39.1% | -12.6% | -50.6% |
| YTD | +14.1% | -65.3% | +79.3% | +22.4% |
| 1Y | +16.0% | -78.4% | +94.4% | +29.5% |
| 3Y | +452.7% | -90.3% | +543.0% | +532.1% |
| 5Y | +451.5% | -99.2% | +550.7% | +573.5% |
| All | +586.7% | -96.4% | +683.2% | +740.1% |
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