+28.0%
TYL vs LCID
-96.4%
+124.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.1% |
| 7D | +0.5% | +8.9% | -8.4% | -0.3% |
| 30D | +25.2% | +6.8% | +18.3% | +24.1% |
| 3M | +31.8% | -45.2% | +77.0% | +37.6% |
| 6M | +36.3% | -39.1% | +75.4% | +39.4% |
| YTD | -6.3% | -65.3% | +59.0% | -0.3% |
| 1Y | -9.5% | -78.4% | +68.9% | +0.1% |
| 3Y | +1.6% | -90.3% | +92.0% | +14.5% |
| 5Y | -21.8% | -99.2% | +77.4% | +2.2% |
| All | +28.0% | -96.4% | +124.4% | +86.0% |
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