+223.1%
FFIV vs LCID
-95.4%
+318.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -0.5% |
| 7D | -1.0% | -6.6% | +5.6% | -0.5% |
| 30D | -5.1% | -30.1% | +25.1% | -2.8% |
| 3M | -4.5% | -17.6% | +13.2% | -4.4% |
| 6M | +36.5% | -54.4% | +90.9% | +42.2% |
| YTD | +53.0% | -55.7% | +108.7% | +59.2% |
| 1Y | +24.2% | -71.0% | +95.3% | +33.0% |
| 3Y | +137.2% | -92.6% | +229.9% | +169.4% |
| 5Y | +91.8% | -97.6% | +189.4% | +129.8% |
| All | +223.1% | -95.4% | +318.6% | +306.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling