+67.6%
TFC vs LCID
-96.8%
+164.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.3% | +10.6% | +0.2% |
| 7D | +0.1% | +9.2% | -9.1% | -0.8% |
| 30D | +8.6% | -3.0% | +11.6% | +8.5% |
| 3M | -4.3% | -50.2% | +45.9% | +0.9% |
| 6M | +5.4% | -45.8% | +51.3% | +8.6% |
| YTD | +4.5% | -69.2% | +73.7% | +12.5% |
| 1Y | +14.0% | -80.4% | +94.4% | +27.6% |
| 3Y | +93.4% | -91.4% | +184.8% | +122.8% |
| 5Y | +0.5% | -99.3% | +99.7% | +30.8% |
| All | +67.6% | -96.8% | +164.4% | +112.0% |
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