-22.8%
TYL vs LCID
-99.2%
+76.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.4% | -10.0% | -1.6% |
| 7D | +3.5% | +20.0% | -16.5% | +1.2% |
| 30D | +26.9% | -5.0% | +31.9% | +26.9% |
| 3M | +33.8% | -48.9% | +82.7% | +42.8% |
| 6M | +28.8% | -43.2% | +72.1% | +33.7% |
| YTD | -7.9% | -65.9% | +58.1% | +0.4% |
| 1Y | -9.8% | -79.2% | +69.4% | +4.1% |
| 3Y | +1.2% | -90.4% | +91.6% | +18.8% |
| 5Y | -22.8% | -99.2% | +76.4% | +29.2% |
| All | -22.8% | -99.2% | +76.4% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling