+169.5%
FERG vs LCID
-95.8%
+265.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.8% | +6.4% | -0.8% |
| 7D | +0.9% | -9.3% | +10.2% | +1.5% |
| 30D | -15.1% | -35.4% | +20.3% | -12.6% |
| 3M | -4.8% | -17.1% | +12.3% | -4.9% |
| 6M | -2.5% | -58.9% | +56.5% | +2.1% |
| YTD | +1.8% | -59.6% | +61.4% | +6.4% |
| 1Y | -0.3% | -78.0% | +77.7% | +8.2% |
| 3Y | +52.9% | -92.7% | +145.6% | +71.8% |
| 5Y | +69.3% | -97.8% | +167.1% | +97.2% |
| All | +169.5% | -95.8% | +265.3% | +188.6% |
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