+662.6%
FANG vs LCID
-95.8%
+758.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.8% | +9.3% | +1.9% |
| 7D | -0.4% | -9.3% | +9.0% | +0.1% |
| 30D | +2.4% | -35.4% | +37.8% | +4.8% |
| 3M | +4.9% | -17.1% | +22.0% | +4.6% |
| 6M | +12.0% | -58.9% | +71.0% | +16.5% |
| YTD | +37.1% | -59.6% | +96.7% | +42.2% |
| 1Y | +52.3% | -78.0% | +130.2% | +63.9% |
| 3Y | +45.0% | -92.7% | +137.6% | +61.6% |
| 5Y | +231.0% | -97.8% | +328.8% | +281.8% |
| All | +662.6% | -95.8% | +758.5% | +811.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling