-36.7%
FLUT vs LCID
-95.5%
+58.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.8% | +1.8% | +2.1% | +3.6% |
| 30D | +6.3% | -34.2% | +40.5% | +10.4% |
| 3M | -4.0% | -9.1% | +5.1% | -4.3% |
| 6M | -10.3% | -52.6% | +42.3% | -5.6% |
| YTD | -53.2% | -56.2% | +3.0% | -50.5% |
| 1Y | -65.0% | -74.9% | +9.9% | -61.3% |
| 3Y | -43.9% | -92.1% | +48.2% | -34.8% |
| 5Y | -49.2% | -97.6% | +48.3% | -36.9% |
| All | -36.7% | -95.5% | +58.8% | -11.9% |
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 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