+153.1%
FOXA vs LCID
-96.8%
+250.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | -2.7% |
| 7D | -2.9% | +9.2% | -12.1% | -3.5% |
| 30D | +5.1% | -3.0% | +8.1% | +5.1% |
| 3M | +4.7% | -50.2% | +54.9% | +8.4% |
| 6M | -0.2% | -45.8% | +45.6% | +2.0% |
| YTD | -9.2% | -69.2% | +60.0% | -4.8% |
| 1Y | -0.6% | -80.4% | +79.8% | +6.7% |
| 3Y | +125.7% | -91.4% | +217.1% | +146.1% |
| 5Y | +70.2% | -99.3% | +169.4% | +95.5% |
| All | +153.1% | -96.8% | +250.0% | +199.4% |
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