-77.7%
FIS vs LCID
-96.5%
+18.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -1.8% |
| 7D | -29.4% | +20.0% | -49.4% | -30.3% |
| 30D | -16.7% | -5.0% | -11.7% | -16.8% |
| 3M | -33.0% | -48.9% | +15.9% | -30.7% |
| 6M | -33.3% | -43.2% | +9.9% | -32.0% |
| YTD | -56.0% | -65.9% | +9.9% | -54.1% |
| 1Y | -54.6% | -79.2% | +24.6% | -51.4% |
| 3Y | -40.6% | -90.4% | +49.8% | -35.8% |
| 5Y | -71.9% | -99.2% | +27.3% | -67.9% |
| All | -77.7% | -96.5% | +18.8% | -71.3% |
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