-22.6%
FPS vs LCID
-66.7%
+44.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +11.6% | -28.9% | -18.9% |
| 7D | -23.3% | -1.2% | -22.2% | -23.2% |
| 30D | -42.4% | -19.2% | -23.2% | -40.2% |
| 3M | -43.0% | -56.7% | +13.6% | -33.9% |
| 6M | -44.5% | -49.6% | +5.1% | -37.9% |
| All | -22.6% | -66.7% | +44.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling