+15.5%
TFC vs LCID
-76.7%
+92.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.0% | -0.4% |
| 7D | -1.3% | -9.3% | +8.0% | -0.8% |
| 30D | -2.3% | -35.4% | +33.1% | -0.3% |
| 3M | +2.5% | -17.1% | +19.5% | +2.1% |
| 6M | +9.5% | -58.9% | +68.4% | +16.3% |
| YTD | +5.1% | -59.6% | +64.7% | +11.3% |
| 1Y | +15.5% | -78.0% | +93.5% | +30.6% |
| All | +15.5% | -76.7% | +92.2% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling