-78.9%
FCEL vs LCID
-95.8%
+16.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.8% | +1.1% | -3.7% |
| 7D | +15.1% | -9.3% | +24.4% | +19.5% |
| 30D | -16.4% | -35.4% | +19.0% | -1.8% |
| 3M | -5.3% | -17.1% | +11.8% | -4.5% |
| 6M | +124.5% | -58.9% | +183.5% | +193.4% |
| YTD | +126.7% | -59.6% | +186.3% | +198.7% |
| 1Y | +219.9% | -78.0% | +297.9% | +439.3% |
| 3Y | -61.6% | -92.7% | +31.0% | -13.0% |
| 5Y | -90.5% | -97.8% | +7.3% | -68.6% |
| All | -78.9% | -95.8% | +16.9% | -44.0% |
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