-38.8%
FIS vs LCID
-92.2%
+53.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.4% | +4.6% |
| 7D | +2.8% | -10.2% | +13.0% | +3.3% |
| 30D | -16.7% | -10.2% | -6.5% | -16.5% |
| 3M | -32.3% | -54.1% | +21.8% | -29.2% |
| 6M | -29.1% | -53.8% | +24.7% | -26.5% |
| YTD | -54.1% | -72.0% | +17.9% | -51.2% |
| 1Y | -53.7% | -80.5% | +26.8% | -49.8% |
| 3Y | -38.8% | -92.6% | +53.7% | -30.1% |
| All | -38.8% | -92.2% | +53.3% | -30.1% |
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 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