+4.4%
FICO vs LCID
-92.6%
+97.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.7% | -18.4% | -16.8% |
| 7D | -19.2% | -6.6% | -12.6% | -19.0% |
| 30D | -14.6% | -30.1% | +15.6% | -13.4% |
| 3M | -20.1% | -17.6% | -2.5% | -20.2% |
| 6M | -36.3% | -54.4% | +18.1% | -34.7% |
| YTD | -44.9% | -55.7% | +10.9% | -43.5% |
| 1Y | -38.6% | -71.0% | +32.4% | -36.3% |
| All | +4.4% | -92.6% | +97.0% | +7.8% |
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