+4.3%
TYL vs LCID
-93.7%
+97.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.6% | +13.3% | +2.3% |
| 7D | +15.1% | -6.9% | +22.0% | +15.4% |
| 30D | +30.1% | -28.4% | +58.4% | +32.1% |
| 3M | +40.4% | -55.5% | +95.9% | +46.1% |
| 6M | +31.3% | -52.3% | +83.6% | +35.3% |
| YTD | -5.2% | -71.8% | +66.6% | 0.0% |
| 1Y | -6.6% | -82.7% | +76.1% | +1.0% |
| All | +4.3% | -93.7% | +97.9% | +13.1% |
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 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