+1.9%
TYL vs LCID
-93.0%
+94.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.4% | -12.7% | -2.8% |
| 7D | +6.7% | +8.9% | -2.3% | +6.1% |
| 30D | +26.5% | -15.4% | +42.0% | +27.3% |
| 3M | +37.3% | -52.9% | +90.2% | +42.4% |
| 6M | +31.2% | -46.8% | +78.0% | +34.3% |
| YTD | -7.4% | -68.9% | +61.5% | -2.8% |
| 1Y | -9.6% | -81.7% | +72.1% | -2.6% |
| 3Y | +1.9% | -92.4% | +94.3% | +9.9% |
| All | +1.9% | -93.0% | +94.9% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling