-23.1%
TYL vs LCID
-99.3%
+76.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.3% | +1.1% |
| 7D | +0.8% | -10.2% | +11.0% | +1.8% |
| 30D | +21.1% | -10.2% | +31.3% | +21.8% |
| 3M | +28.9% | -54.1% | +83.0% | +39.0% |
| 6M | +42.0% | -53.8% | +95.8% | +50.5% |
| YTD | -6.6% | -72.0% | +65.5% | +3.8% |
| 1Y | -9.1% | -80.5% | +71.4% | +5.3% |
| 3Y | +1.8% | -92.6% | +94.4% | +23.2% |
| All | -23.1% | -99.3% | +76.3% | +31.2% |
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