+96.0%
TFC vs LCID
-92.2%
+188.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.2% | +10.4% | +1.9% |
| 7D | +2.3% | -10.2% | +12.4% | +3.0% |
| 30D | +10.8% | -10.2% | +21.0% | +11.3% |
| 3M | -3.8% | -54.1% | +50.4% | +1.6% |
| 6M | +9.6% | -53.8% | +63.3% | +14.1% |
| YTD | +5.8% | -72.0% | +77.8% | +14.6% |
| 1Y | +16.2% | -80.5% | +96.7% | +30.0% |
| 3Y | +96.0% | -92.6% | +188.5% | +146.3% |
| All | +96.0% | -92.2% | +188.1% | +146.3% |
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