+294.1%
FCX vs LCID
-96.4%
+390.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.3% |
| 7D | -0.8% | +8.9% | -9.7% | -1.8% |
| 30D | -15.1% | +6.8% | -21.9% | -16.0% |
| 3M | -9.6% | -45.2% | +35.6% | -4.0% |
| 6M | -3.1% | -39.1% | +36.1% | -0.4% |
| YTD | +23.4% | -65.3% | +88.7% | +34.3% |
| 1Y | +52.7% | -78.4% | +131.1% | +74.9% |
| 3Y | +91.4% | -90.3% | +181.7% | +127.3% |
| 5Y | +62.7% | -99.2% | +161.9% | +131.3% |
| All | +294.1% | -96.4% | +390.5% | +497.4% |
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