-80.3%
FIG vs LCID
-81.5%
+1.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.5% |
| 7D | -16.4% | +1.8% | -18.1% | -16.6% |
| 30D | -2.3% | -34.2% | +31.9% | +3.5% |
| 3M | +7.8% | -9.1% | +16.9% | +3.4% |
| 6M | -21.8% | -52.6% | +30.8% | -13.6% |
| YTD | -39.1% | -56.2% | +17.1% | -32.1% |
| 1Y | -56.6% | -74.9% | +18.2% | -45.3% |
| All | -80.3% | -81.5% | +1.2% | -81.1% |
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 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