+69.8%
TFC vs LCID
-95.5%
+165.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.1% | -2.0% |
| 7D | +2.2% | +1.8% | +0.5% | +2.1% |
| 30D | -2.5% | -34.2% | +31.8% | +0.9% |
| 3M | +4.5% | -9.1% | +13.7% | +3.8% |
| 6M | +11.0% | -52.6% | +63.6% | +16.2% |
| YTD | +5.9% | -56.2% | +62.1% | +11.2% |
| 1Y | +14.6% | -74.9% | +89.5% | +26.0% |
| 3Y | +96.7% | -92.1% | +188.8% | +129.2% |
| 5Y | +15.6% | -97.6% | +113.1% | +41.5% |
| All | +69.8% | -95.5% | +165.3% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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