-80.2%
FSLY vs LCID
-97.1%
+17.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.2% | +5.9% | -1.2% |
| 7D | +4.9% | -10.2% | +15.0% | +7.1% |
| 30D | -33.5% | -10.2% | -23.3% | -31.9% |
| 3M | -44.6% | -54.1% | +9.5% | -34.0% |
| 6M | -9.2% | -53.8% | +44.5% | +2.9% |
| YTD | +63.3% | -72.0% | +135.3% | +105.6% |
| 1Y | +45.3% | -80.5% | +125.8% | +99.3% |
| 3Y | +3.7% | -92.6% | +96.3% | +56.5% |
| 5Y | -67.2% | -99.3% | +32.2% | -21.5% |
| All | -80.2% | -97.1% | +17.0% | -50.4% |
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