-86.9%
FCEL vs LCID
-96.3%
+9.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.7% | -9.7% | -6.8% |
| 7D | -8.3% | +24.8% | -33.1% | -16.0% |
| 30D | -43.0% | -0.5% | -42.5% | -43.4% |
| 3M | -48.2% | -43.0% | -5.2% | -36.6% |
| 6M | -25.0% | -40.5% | +15.6% | -14.0% |
| YTD | +40.6% | -64.3% | +105.0% | +92.9% |
| 1Y | +36.0% | -78.1% | +114.0% | +125.2% |
| 3Y | -66.7% | -90.1% | +23.3% | -32.4% |
| 5Y | -96.7% | -99.1% | +2.4% | -87.1% |
| All | -86.9% | -96.3% | +9.4% | -63.8% |
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 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