-80.9%
FSLY vs LCID
-96.5%
+15.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | -1.4% |
| 7D | -22.4% | +20.0% | -42.4% | -25.3% |
| 30D | -45.5% | -5.0% | -40.4% | -44.6% |
| 3M | -30.4% | -48.9% | +18.5% | -19.2% |
| 6M | -22.1% | -43.2% | +21.1% | -15.6% |
| YTD | +57.0% | -65.9% | +122.9% | +89.3% |
| 1Y | +38.2% | -79.2% | +117.4% | +87.5% |
| 3Y | -2.5% | -90.4% | +87.9% | +38.5% |
| 5Y | -68.8% | -99.2% | +30.3% | -28.7% |
| All | -80.9% | -96.5% | +15.6% | -54.4% |
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