-90.1%
LCID vs TMF
-30.8%
-59.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.9% |
| 7D | +24.8% | -1.1% | +25.9% | +25.2% |
| 30D | -0.5% | +11.8% | -12.3% | -4.1% |
| 3M | -43.0% | -4.0% | -38.9% | -42.3% |
| 6M | -40.5% | -16.5% | -24.0% | -37.4% |
| YTD | -64.3% | -19.9% | -44.4% | -62.1% |
| 1Y | -78.1% | -25.6% | -52.5% | -76.3% |
| 3Y | -90.1% | -29.9% | -60.2% | -88.7% |
| All | -90.1% | -30.8% | -59.3% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling