-71.4%
FIS vs LCID
-99.2%
+27.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.4% | -12.6% | -3.0% |
| 7D | -25.5% | +8.9% | -34.4% | -26.3% |
| 30D | -15.1% | -15.4% | +0.4% | -14.3% |
| 3M | -32.1% | -52.9% | +20.8% | -28.2% |
| 6M | -36.1% | -46.8% | +10.8% | -33.9% |
| YTD | -55.4% | -68.9% | +13.5% | -52.1% |
| 1Y | -53.9% | -81.7% | +27.8% | -48.3% |
| 3Y | -39.8% | -92.4% | +52.6% | -30.4% |
| All | -71.4% | -99.2% | +27.9% | -60.4% |
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