-99.2%
LCID vs TMF
-88.3%
-10.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +8.9% | -3.4% | +12.3% | +9.4% |
| 30D | +6.8% | +11.5% | -4.7% | +5.0% |
| 3M | -45.2% | -4.5% | -40.7% | -44.9% |
| 6M | -39.1% | -15.0% | -24.2% | -37.7% |
| YTD | -65.3% | -19.9% | -45.4% | -64.2% |
| 1Y | -78.4% | -26.6% | -51.8% | -77.5% |
| 3Y | -90.3% | -29.8% | -60.5% | -89.9% |
| 5Y | -99.2% | -88.2% | -11.0% | -99.3% |
| All | -99.2% | -88.3% | -10.9% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling