+671.5%
FANG vs LCID
-95.9%
+767.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +2.9% | -9.8% | +12.7% | +3.4% |
| 30D | +2.6% | -35.5% | +38.1% | +5.0% |
| 3M | +7.6% | -18.4% | +25.9% | +7.5% |
| 6M | +17.3% | -60.5% | +77.8% | +22.3% |
| YTD | +38.7% | -60.1% | +98.8% | +44.0% |
| 1Y | +51.6% | -78.8% | +130.4% | +63.6% |
| 3Y | +50.0% | -92.8% | +142.7% | +67.3% |
| 5Y | +237.6% | -97.9% | +335.4% | +289.7% |
| All | +671.5% | -95.9% | +767.3% | +822.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling