+426.2%
FN vs LCID
-96.8%
+523.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +10.4% | +1.3% | +10.5% |
| 7D | 0.0% | +8.9% | -9.0% | -0.9% |
| 30D | -34.3% | -15.4% | -18.9% | -33.2% |
| 3M | -39.9% | -52.9% | +13.0% | -35.1% |
| 6M | -51.8% | -46.8% | -5.0% | -49.4% |
| YTD | -28.1% | -68.9% | +40.7% | -20.8% |
| 1Y | -29.1% | -81.7% | +52.6% | -18.0% |
| 3Y | +102.4% | -92.4% | +194.8% | +141.7% |
| 5Y | +171.7% | -99.2% | +270.9% | +264.2% |
| All | +426.2% | -96.8% | +523.0% | +562.6% |
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