+75.8%
FDX vs LCID
-96.8%
+172.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.4% | -13.1% | -3.4% |
| 7D | -1.6% | +8.9% | -10.6% | -2.3% |
| 30D | +6.6% | -15.4% | +22.0% | +7.5% |
| 3M | -2.1% | -52.9% | +50.8% | +2.5% |
| 6M | +2.2% | -46.8% | +49.0% | +4.8% |
| YTD | +33.9% | -68.9% | +102.8% | +41.9% |
| 1Y | +50.2% | -81.7% | +131.9% | +64.9% |
| 3Y | +65.5% | -92.4% | +157.9% | +86.4% |
| 5Y | +74.1% | -99.2% | +173.3% | +115.8% |
| All | +75.8% | -96.8% | +172.6% | +97.9% |
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