+25.8%
TYL vs LCID
-96.5%
+122.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.4% | -10.0% | -1.3% |
| 7D | +3.5% | +20.0% | -16.5% | +1.8% |
| 30D | +26.9% | -5.0% | +31.9% | +26.9% |
| 3M | +33.8% | -48.9% | +82.7% | +40.6% |
| 6M | +28.8% | -43.2% | +72.1% | +32.6% |
| YTD | -7.9% | -65.9% | +58.1% | -1.8% |
| 1Y | -9.8% | -79.2% | +69.4% | +0.1% |
| 3Y | +1.2% | -90.4% | +91.6% | +14.1% |
| 5Y | -22.8% | -99.2% | +76.4% | +1.0% |
| All | +25.8% | -96.5% | +122.3% | +83.1% |
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