+86.2%
TFC vs LCID
-93.0%
+179.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -1.7% |
| 7D | +1.2% | +8.9% | -7.7% | +0.4% |
| 30D | +8.3% | -15.4% | +23.8% | +9.4% |
| 3M | -5.2% | -52.9% | +47.7% | +0.1% |
| 6M | -0.8% | -46.8% | +46.1% | +2.2% |
| YTD | +3.4% | -68.9% | +72.3% | +11.3% |
| 1Y | +17.0% | -81.7% | +98.7% | +32.1% |
| 3Y | +86.2% | -92.4% | +178.6% | +134.6% |
| All | +86.2% | -93.0% | +179.2% | +134.6% |
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 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