+303.1%
FLEX vs LCID
-90.3%
+393.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.4% | +4.1% |
| 7D | +2.2% | +8.9% | -6.7% | +1.2% |
| 30D | -32.6% | +6.8% | -39.5% | -33.4% |
| 3M | -35.5% | -45.2% | +9.7% | -31.0% |
| 6M | -45.6% | -39.1% | -6.4% | -43.5% |
| YTD | +30.7% | -65.3% | +96.0% | +44.7% |
| 1Y | +28.4% | -78.4% | +106.8% | +50.1% |
| All | +303.1% | -90.3% | +393.3% | +419.2% |
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 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