+26.5%
TYL vs LCID
-96.8%
+123.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -3.1% |
| 7D | +6.7% | +8.9% | -2.3% | +5.7% |
| 30D | +26.5% | -15.4% | +42.0% | +27.8% |
| 3M | +37.3% | -52.9% | +90.2% | +45.2% |
| 6M | +31.2% | -46.8% | +78.0% | +35.7% |
| YTD | -7.4% | -68.9% | +61.5% | -0.5% |
| 1Y | -9.6% | -81.7% | +72.1% | +1.5% |
| 3Y | +1.9% | -92.4% | +94.3% | +17.4% |
| 5Y | -21.1% | -99.2% | +78.1% | +3.9% |
| All | +26.5% | -96.8% | +123.3% | +85.6% |
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