+48.4%
FE vs LCID
-91.7%
+140.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.5% |
| 7D | 0.0% | +8.9% | -9.0% | -0.1% |
| 30D | +5.2% | -15.4% | +20.6% | +5.2% |
| 3M | 0.0% | -52.9% | +52.8% | +0.1% |
| 6M | +5.0% | -46.8% | +51.9% | +5.1% |
| YTD | +7.9% | -68.9% | +76.8% | +8.8% |
| 1Y | +6.3% | -81.7% | +88.0% | +8.2% |
| All | +48.4% | -91.7% | +140.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling