+84.1%
FDX vs LCID
-96.4%
+180.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.2% |
| 7D | -2.1% | +8.9% | -11.0% | -2.7% |
| 30D | +10.4% | +6.8% | +3.6% | +9.6% |
| 3M | +0.5% | -45.2% | +45.7% | +4.1% |
| 6M | +6.5% | -39.1% | +45.6% | +8.3% |
| YTD | +40.2% | -65.3% | +105.5% | +47.5% |
| 1Y | +52.1% | -78.4% | +130.5% | +65.1% |
| 3Y | +72.8% | -90.3% | +163.2% | +91.4% |
| 5Y | +76.3% | -99.2% | +175.5% | +117.6% |
| All | +84.1% | -96.4% | +180.5% | +105.6% |
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