+256.8%
FLEX vs LCID
-93.0%
+349.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.4% | -5.8% | +3.3% |
| 7D | -19.3% | +8.9% | -28.3% | -20.2% |
| 30D | -41.5% | -15.4% | -26.1% | -40.5% |
| 3M | -43.1% | -52.9% | +9.8% | -38.1% |
| 6M | -48.2% | -46.8% | -1.4% | -45.3% |
| YTD | +15.5% | -68.9% | +84.4% | +29.5% |
| 1Y | +10.2% | -81.7% | +91.9% | +31.4% |
| 3Y | +256.8% | -92.4% | +349.2% | +363.5% |
| All | +256.8% | -93.0% | +349.8% | +363.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling