+803.1%
FLEX vs LCID
-96.3%
+899.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.7% | -7.4% | -3.1% |
| 7D | -13.6% | +24.8% | -38.5% | -15.6% |
| 30D | -36.5% | -0.5% | -36.0% | -36.6% |
| 3M | -36.4% | -43.0% | +6.5% | -33.1% |
| 6M | -46.5% | -40.5% | -5.9% | -44.7% |
| YTD | +25.9% | -64.3% | +90.3% | +35.9% |
| 1Y | +19.6% | -78.1% | +97.6% | +34.9% |
| 3Y | +287.0% | -90.1% | +377.1% | +349.4% |
| 5Y | +466.6% | -99.1% | +565.7% | +648.2% |
| All | +803.1% | -96.3% | +899.5% | +1,186.2% |
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