+1,199.8%
FLEX vs LCID
-95.4%
+1,295.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -0.9% | -6.6% | +5.7% | -0.3% |
| 30D | -10.1% | -30.1% | +20.0% | -7.0% |
| 3M | -31.3% | -17.6% | -13.7% | -31.1% |
| 6M | +71.3% | -54.4% | +125.7% | +81.7% |
| YTD | +81.2% | -55.7% | +137.0% | +92.0% |
| 1Y | +98.5% | -71.0% | +169.5% | +118.1% |
| 3Y | +428.2% | -92.6% | +520.9% | +527.8% |
| 5Y | +657.3% | -97.6% | +754.9% | +845.6% |
| All | +1,199.8% | -95.4% | +1,295.3% | +1,717.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling