-97.6%
LCID vs TMF
-87.5%
-10.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | -6.6% | -1.4% | -5.2% | -6.4% |
| 30D | -30.1% | -2.8% | -27.3% | -29.8% |
| 3M | -17.6% | -10.9% | -6.7% | -16.1% |
| 6M | -54.4% | -21.3% | -33.1% | -52.9% |
| YTD | -55.7% | -15.9% | -39.8% | -54.6% |
| 1Y | -71.0% | -15.7% | -55.3% | -70.3% |
| 3Y | -92.6% | -43.4% | -49.3% | -92.3% |
| All | -97.6% | -87.5% | -10.1% | -97.6% |
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