-97.0%
LCID vs TMF
-91.9%
-5.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.4% | -7.8% | -9.0% |
| 7D | -10.2% | -9.3% | -0.9% | -8.9% |
| 30D | -10.2% | +1.9% | -12.1% | -10.4% |
| 3M | -54.1% | -11.2% | -42.9% | -53.3% |
| 6M | -53.8% | -17.7% | -36.0% | -52.4% |
| YTD | -72.0% | -24.5% | -47.6% | -71.0% |
| 1Y | -80.5% | -29.4% | -51.1% | -79.6% |
| 3Y | -92.6% | -33.4% | -59.1% | -92.2% |
| 5Y | -99.3% | -88.7% | -10.6% | -99.3% |
| All | -97.0% | -91.9% | -5.1% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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