+163.0%
FFIV vs LCID
-96.5%
+259.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.4% | -7.2% | +1.6% |
| 7D | -2.1% | +20.0% | -22.1% | -3.4% |
| 30D | -33.8% | -5.0% | -28.8% | -33.7% |
| 3M | -20.6% | -48.9% | +28.3% | -17.2% |
| 6M | -10.2% | -43.2% | +33.0% | -8.2% |
| YTD | +24.5% | -65.9% | +90.4% | +31.5% |
| 1Y | +29.3% | -79.2% | +108.5% | +41.3% |
| 3Y | +103.8% | -90.4% | +194.2% | +126.4% |
| 5Y | +40.9% | -99.2% | +140.1% | +74.0% |
| All | +163.0% | -96.5% | +259.4% | +235.3% |
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