-74.3%
FSLY vs LCID
-95.5%
+21.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.6% |
| 7D | +3.5% | +1.8% | +1.7% | +3.0% |
| 30D | -6.4% | -34.2% | +27.8% | +2.6% |
| 3M | +10.9% | -9.1% | +20.0% | +7.9% |
| 6M | +6.7% | -52.6% | +59.3% | +20.8% |
| YTD | +111.1% | -56.2% | +167.3% | +140.3% |
| 1Y | +185.8% | -74.9% | +260.7% | +272.0% |
| 3Y | -6.6% | -92.1% | +85.5% | +41.9% |
| 5Y | -52.4% | -97.6% | +45.2% | -1.1% |
| All | -74.3% | -95.5% | +21.1% | -42.1% |
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