-70.8%
FIS vs LCID
-99.3%
+28.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.4% | +4.9% |
| 7D | +2.8% | -10.2% | +13.0% | +3.5% |
| 30D | -16.7% | -10.2% | -6.5% | -16.6% |
| 3M | -32.3% | -54.1% | +21.8% | -28.3% |
| 6M | -29.1% | -53.8% | +24.7% | -25.9% |
| YTD | -54.1% | -72.0% | +17.9% | -50.3% |
| 1Y | -53.7% | -80.5% | +26.8% | -48.4% |
| 3Y | -38.8% | -92.6% | +53.7% | -29.4% |
| All | -70.8% | -99.3% | +28.5% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling