-81.0%
FCEL vs LCID
-95.4%
+14.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.2% |
| 7D | -15.8% | -6.6% | -9.2% | -13.9% |
| 30D | -29.3% | -30.1% | +0.9% | -19.5% |
| 3M | -30.1% | -17.6% | -12.5% | -28.8% |
| 6M | +74.4% | -54.4% | +128.9% | +118.7% |
| YTD | +104.5% | -55.7% | +160.2% | +160.2% |
| 1Y | +281.4% | -71.0% | +352.4% | +479.5% |
| 3Y | -66.1% | -92.6% | +26.5% | -23.6% |
| 5Y | -91.9% | -97.6% | +5.8% | -74.1% |
| All | -81.0% | -95.4% | +14.5% | -51.2% |
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 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