-15.3%
FPS vs LCID
-63.7%
+48.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -2.7% | +17.0% | +14.9% |
| 7D | +9.5% | +8.9% | +0.6% | +7.8% |
| 30D | -33.8% | +6.8% | -40.6% | -34.8% |
| 3M | -34.9% | -45.2% | +10.4% | -27.4% |
| 6M | -42.9% | -39.1% | -3.7% | -39.1% |
| All | -15.3% | -63.7% | +48.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling