+105.8%
FE vs LCID
-96.8%
+202.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.8% | -1.6% |
| 7D | -1.0% | +8.9% | -10.0% | -1.2% |
| 30D | +4.1% | -15.4% | +19.6% | +4.4% |
| 3M | -1.0% | -52.9% | +51.9% | +0.2% |
| 6M | +4.0% | -46.8% | +50.9% | +4.7% |
| YTD | +6.8% | -68.9% | +75.7% | +8.7% |
| 1Y | +5.3% | -81.7% | +87.0% | +8.5% |
| 3Y | +44.6% | -92.4% | +137.0% | +50.1% |
| 5Y | +44.2% | -99.2% | +143.4% | +55.8% |
| All | +105.8% | -96.8% | +202.6% | +105.2% |
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