+101.2%
FFIV vs LCID
-93.0%
+194.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -1.0% |
| 7D | -8.1% | +8.9% | -17.1% | -8.7% |
| 30D | -33.4% | -15.4% | -18.0% | -32.8% |
| 3M | -24.7% | -52.9% | +28.1% | -21.4% |
| 6M | -8.8% | -46.8% | +38.0% | -6.6% |
| YTD | +21.8% | -68.9% | +90.6% | +29.4% |
| 1Y | +25.3% | -81.7% | +107.0% | +38.0% |
| 3Y | +101.2% | -92.4% | +193.5% | +128.7% |
| All | +101.2% | -93.0% | +194.2% | +128.7% |
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