-37.9%
FSLY vs LCID
-21.3%
-16.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.4% | -7.3% | -3.3% |
| 7D | -31.4% | +8.9% | -40.4% | -31.7% |
| 30D | -37.3% | -15.4% | -21.9% | -30.7% |
| All | -37.9% | -21.3% | -16.6% | -29.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling