+164.8%
FFIV vs LCID
-96.4%
+261.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.5% | +1.0% |
| 7D | -2.9% | +8.9% | -11.8% | -3.6% |
| 30D | -32.4% | +6.8% | -39.3% | -32.9% |
| 3M | -22.7% | -45.2% | +22.5% | -19.8% |
| 6M | -10.7% | -39.1% | +28.5% | -9.2% |
| YTD | +25.4% | -65.3% | +90.6% | +32.2% |
| 1Y | +34.2% | -78.4% | +112.6% | +46.2% |
| 3Y | +101.2% | -90.3% | +191.5% | +123.4% |
| 5Y | +42.0% | -99.2% | +141.1% | +75.1% |
| All | +164.8% | -96.4% | +261.2% | +237.2% |
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