-3.0%
TFC vs LCID
-99.2%
+96.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.3% | -2.0% |
| 7D | +1.2% | +8.9% | -7.7% | +0.2% |
| 30D | +8.3% | -15.4% | +23.8% | +9.8% |
| 3M | -5.2% | -52.9% | +47.7% | +1.7% |
| 6M | -0.8% | -46.8% | +46.1% | +3.1% |
| YTD | +3.4% | -68.9% | +72.3% | +13.2% |
| 1Y | +17.0% | -81.7% | +98.7% | +35.7% |
| 3Y | +86.2% | -92.4% | +178.6% | +125.5% |
| All | -3.0% | -99.2% | +96.2% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling