+104.5%
TFC vs LCID
-92.2%
+196.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | +2.4% | -6.6% | +9.0% | +3.0% |
| 30D | -1.3% | -30.1% | +28.8% | +1.6% |
| 3M | +6.1% | -17.6% | +23.7% | +6.1% |
| 6M | +7.3% | -54.4% | +61.8% | +13.5% |
| YTD | +8.2% | -55.7% | +63.9% | +14.2% |
| 1Y | +14.4% | -71.0% | +85.5% | +25.4% |
| All | +104.5% | -92.2% | +196.7% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling