+65.6%
FICO vs LCID
-96.5%
+162.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +2.1% |
| 7D | -0.1% | +20.0% | -20.1% | -1.4% |
| 30D | +8.4% | -5.0% | +13.4% | +8.4% |
| 3M | -30.5% | -48.9% | +18.4% | -27.7% |
| 6M | -35.7% | -43.2% | +7.5% | -34.4% |
| YTD | -57.2% | -65.9% | +8.8% | -55.0% |
| 1Y | -58.4% | -79.2% | +20.8% | -54.8% |
| 3Y | -24.8% | -90.4% | +65.6% | -17.5% |
| 5Y | +79.3% | -99.2% | +178.5% | +122.7% |
| All | +65.6% | -96.5% | +162.1% | +104.2% |
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