-28.9%
FICO vs LCID
-92.2%
+63.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.2% | +9.6% | +0.7% |
| 7D | +2.2% | -10.2% | +12.4% | +2.5% |
| 30D | +0.1% | -10.2% | +10.3% | +0.3% |
| 3M | -35.2% | -54.1% | +19.0% | -33.5% |
| 6M | -32.4% | -53.8% | +21.4% | -31.2% |
| YTD | -57.4% | -72.0% | +14.6% | -55.8% |
| 1Y | -58.5% | -80.5% | +22.0% | -56.6% |
| 3Y | -28.9% | -92.6% | +63.7% | -26.8% |
| All | -28.9% | -92.2% | +63.3% | -26.8% |
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