-48.4%
FLUT vs LCID
-96.8%
+48.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.3% | +7.2% | -3.1% |
| 7D | -1.2% | +9.2% | -10.4% | -2.1% |
| 30D | +5.0% | -3.0% | +8.0% | +4.8% |
| 3M | -16.4% | -50.2% | +33.8% | -11.4% |
| 6M | -14.6% | -45.8% | +31.3% | -11.3% |
| YTD | -61.9% | -69.2% | +7.3% | -58.6% |
| 1Y | -65.0% | -80.4% | +15.3% | -60.6% |
| 3Y | -44.8% | -91.4% | +46.6% | -36.3% |
| 5Y | -49.9% | -99.3% | +49.4% | -34.2% |
| All | -48.4% | -96.8% | +48.4% | -26.3% |
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