-69.3%
FIS vs LCID
-95.5%
+26.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.8% |
| 7D | -3.5% | +1.8% | -5.2% | -3.5% |
| 30D | -7.8% | -34.2% | +26.4% | -5.7% |
| 3M | +0.8% | -9.1% | +10.0% | +0.6% |
| 6M | -21.9% | -52.6% | +30.7% | -19.5% |
| YTD | -39.5% | -56.2% | +16.7% | -37.5% |
| 1Y | -41.0% | -74.9% | +33.9% | -37.4% |
| 3Y | -23.6% | -92.1% | +68.5% | -16.5% |
| 5Y | -65.6% | -97.6% | +31.9% | -60.4% |
| All | -69.3% | -95.5% | +26.2% | -60.9% |
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