+33.9%
FSLY vs LCID
-79.5%
+113.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.6% | -0.9% |
| 7D | -22.4% | +20.0% | -42.4% | -24.3% |
| 30D | -45.5% | -5.0% | -40.4% | -45.0% |
| 3M | -30.4% | -48.9% | +18.5% | -25.1% |
| 6M | -22.1% | -43.2% | +21.1% | -18.3% |
| YTD | +57.0% | -65.9% | +122.9% | +86.0% |
| All | +33.9% | -79.5% | +113.5% | +87.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling