-70.9%
FCEL vs LCID
-93.0%
+22.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.4% | +1.1% | +6.9% |
| 7D | -11.2% | +8.9% | -20.2% | -14.6% |
| 30D | -45.8% | -15.4% | -30.4% | -42.2% |
| 3M | -51.0% | -52.9% | +1.9% | -32.9% |
| 6M | -22.2% | -46.8% | +24.6% | -4.8% |
| YTD | +36.3% | -68.9% | +105.1% | +109.5% |
| 1Y | +29.0% | -81.7% | +110.7% | +154.8% |
| 3Y | -70.9% | -92.4% | +21.5% | -19.2% |
| All | -70.9% | -93.0% | +22.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling