+15.0%
TFC vs LCID
-82.0%
+96.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.2% | +9.4% | +0.6% |
| 7D | +1.2% | -10.2% | +11.4% | +1.7% |
| 30D | +9.7% | -10.2% | +19.8% | +10.0% |
| 3M | -4.8% | -54.1% | +49.4% | -1.5% |
| 6M | +8.4% | -53.8% | +62.2% | +11.3% |
| YTD | +4.7% | -72.0% | +76.7% | +13.1% |
| 1Y | +15.0% | -80.5% | +95.5% | +31.2% |
| All | +15.0% | -82.0% | +96.9% | +31.2% |
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