-50.2%
FISV vs LCID
-95.9%
+45.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.5% | +5.4% |
| 7D | -2.7% | -9.8% | +7.1% | -2.2% |
| 30D | 0.0% | -35.5% | +35.5% | +2.1% |
| 3M | -2.8% | -18.4% | +15.6% | -2.5% |
| 6M | -11.8% | -60.5% | +48.7% | -8.8% |
| YTD | -23.2% | -60.1% | +36.9% | -20.8% |
| 1Y | -62.0% | -78.8% | +16.8% | -59.8% |
| 3Y | -57.6% | -92.8% | +35.2% | -54.2% |
| 5Y | -53.4% | -97.9% | +44.5% | -47.9% |
| All | -50.2% | -95.9% | +45.7% | -37.2% |
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