-96.4%
LCID vs TMF
-91.1%
-5.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.1% | +9.4% | +9.4% |
| 7D | +20.0% | +0.6% | +19.4% | +19.9% |
| 30D | -5.0% | +16.3% | -21.3% | -7.0% |
| 3M | -48.9% | -2.7% | -46.2% | -48.7% |
| 6M | -43.2% | -13.2% | -30.0% | -42.1% |
| YTD | -65.9% | -16.7% | -49.3% | -65.2% |
| 1Y | -79.2% | -22.7% | -56.4% | -78.5% |
| 3Y | -90.4% | -26.1% | -64.3% | -90.1% |
| 5Y | -99.2% | -88.4% | -10.8% | -99.2% |
| All | -96.4% | -91.1% | -5.3% | -96.5% |
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