-48.4%
FLUT vs LCID
-96.5%
+48.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.1% | -0.5% |
| 7D | -6.5% | +20.0% | -26.5% | -8.3% |
| 30D | +2.8% | -5.0% | +7.8% | +2.8% |
| 3M | -13.5% | -48.9% | +35.4% | -8.5% |
| 6M | -19.0% | -43.2% | +24.2% | -16.2% |
| YTD | -61.9% | -65.9% | +4.1% | -59.0% |
| 1Y | -63.2% | -79.2% | +15.9% | -58.8% |
| 3Y | -46.0% | -90.4% | +44.4% | -38.3% |
| 5Y | -51.8% | -99.2% | +47.4% | -37.2% |
| All | -48.4% | -96.5% | +48.1% | -27.0% |
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