-96.7%
LCID vs TMF
-91.1%
-5.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.2% | +10.6% | +10.4% |
| 7D | +8.9% | +1.2% | +7.7% | +8.8% |
| 30D | -15.4% | +19.7% | -35.2% | -17.5% |
| 3M | -52.9% | -2.1% | -50.8% | -52.7% |
| 6M | -46.8% | -13.4% | -33.4% | -45.8% |
| YTD | -68.9% | -16.7% | -52.1% | -68.2% |
| 1Y | -81.7% | -23.3% | -58.3% | -81.1% |
| 3Y | -92.4% | -24.8% | -67.6% | -92.1% |
| 5Y | -99.2% | -88.0% | -11.2% | -99.2% |
| All | -96.7% | -91.1% | -5.6% | -96.8% |
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