+546.4%
TTMI vs LCID
-97.1%
+643.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -9.2% | +6.3% | -2.0% |
| 7D | +11.4% | -10.2% | +21.6% | +12.5% |
| 30D | -28.3% | -10.2% | -18.1% | -27.9% |
| 3M | -46.7% | -54.1% | +7.5% | -43.0% |
| 6M | -56.1% | -53.8% | -2.4% | -53.9% |
| YTD | +7.4% | -72.0% | +79.4% | +17.5% |
| 1Y | +17.4% | -80.5% | +97.9% | +32.4% |
| 3Y | +429.1% | -92.6% | +521.7% | +519.1% |
| 5Y | +418.8% | -99.3% | +518.1% | +546.2% |
| All | +546.4% | -97.1% | +643.5% | +706.7% |
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