+827.8%
FLEX vs LCID
-96.5%
+924.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.4% | +2.6% | +11.0% |
| 7D | -7.2% | +20.0% | -27.2% | -8.9% |
| 30D | -34.8% | -5.0% | -29.8% | -34.6% |
| 3M | -35.6% | -48.9% | +13.3% | -31.4% |
| 6M | -45.0% | -43.2% | -1.8% | -42.9% |
| YTD | +29.4% | -65.9% | +95.3% | +40.3% |
| 1Y | +24.8% | -79.2% | +104.0% | +41.6% |
| 3Y | +304.4% | -90.4% | +394.8% | +371.5% |
| 5Y | +484.1% | -99.2% | +583.3% | +677.4% |
| All | +827.8% | -96.5% | +924.3% | +1,228.0% |
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