+663.2%
FLEX vs LCID
-97.6%
+760.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -0.9% | -6.6% | +5.7% | -0.2% |
| 30D | -10.1% | -30.1% | +20.0% | -6.6% |
| 3M | -31.3% | -17.6% | -13.7% | -31.0% |
| 6M | +71.3% | -54.4% | +125.7% | +83.2% |
| YTD | +81.2% | -55.7% | +137.0% | +93.6% |
| 1Y | +98.5% | -71.0% | +169.5% | +121.0% |
| 3Y | +428.2% | -92.6% | +520.9% | +545.0% |
| All | +663.2% | -97.6% | +760.9% | +1,005.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling