-99.2%
FCUV vs LCID
-97.1%
-2.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -9.2% | +145.2% | +135.5% |
| 7D | +148.8% | -10.2% | +159.0% | +148.3% |
| 30D | +95.0% | -10.2% | +105.2% | +94.9% |
| 3M | +27.8% | -54.1% | +81.9% | +25.4% |
| 6M | +121.0% | -53.8% | +174.7% | +107.9% |
| YTD | -78.1% | -72.0% | -6.1% | -78.4% |
| 1Y | -94.3% | -80.5% | -13.7% | -94.1% |
| 3Y | -98.9% | -92.6% | -6.4% | -98.8% |
| 5Y | -99.7% | -99.3% | -0.4% | -99.7% |
| All | -99.2% | -97.1% | -2.1% | -99.1% |
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