+61.2%
FICO vs LCID
-96.8%
+158.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -1.1% |
| 7D | -0.9% | +8.9% | -9.9% | -1.6% |
| 30D | +3.3% | -15.4% | +18.8% | +4.1% |
| 3M | -31.7% | -52.9% | +21.1% | -28.6% |
| 6M | -34.0% | -46.8% | +12.9% | -32.4% |
| YTD | -58.3% | -68.9% | +10.5% | -55.9% |
| 1Y | -57.9% | -81.7% | +23.7% | -53.9% |
| 3Y | -24.1% | -92.4% | +68.3% | -15.2% |
| 5Y | +85.3% | -99.2% | +184.5% | +130.9% |
| All | +61.2% | -96.8% | +158.0% | +100.0% |
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