-99.4%
FCUV vs LCID
-95.9%
-3.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.4% |
| 7D | -72.0% | -9.1% | -62.8% | -72.1% |
| 30D | -8.0% | -37.6% | +29.6% | -9.3% |
| 3M | +66.3% | -11.1% | +77.3% | +52.7% |
| 6M | -75.3% | -59.2% | -16.1% | -75.5% |
| YTD | -83.0% | -60.5% | -22.5% | -83.0% |
| 1Y | -94.7% | -78.5% | -16.2% | -94.4% |
| 3Y | -99.3% | -92.8% | -6.4% | -99.2% |
| 5Y | -99.9% | -97.9% | -2.0% | -99.8% |
| All | -99.4% | -95.9% | -3.5% | -99.3% |
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