+151.1%
FOXA vs LCID
-95.9%
+247.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.2% |
| 7D | -3.7% | -9.1% | +5.4% | -3.2% |
| 30D | +5.4% | -37.6% | +43.0% | +8.0% |
| 3M | -3.7% | -11.1% | +7.3% | -3.8% |
| 6M | +12.6% | -59.2% | +71.7% | +16.8% |
| YTD | -10.0% | -60.5% | +50.5% | -6.6% |
| 1Y | +15.0% | -78.5% | +93.5% | +23.0% |
| 3Y | +115.1% | -92.8% | +207.9% | +136.6% |
| 5Y | +93.0% | -97.9% | +190.9% | +119.0% |
| All | +151.1% | -95.9% | +247.0% | +193.8% |
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