-11.9%
FSLY vs LCID
-92.2%
+80.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | -10.6% | -6.6% | -4.0% | -9.6% |
| 30D | -20.9% | -30.1% | +9.3% | -16.4% |
| 3M | +3.4% | -17.6% | +21.0% | +3.2% |
| 6M | +2.7% | -54.4% | +57.2% | +14.6% |
| YTD | +102.3% | -55.7% | +158.0% | +124.6% |
| 1Y | +182.1% | -71.0% | +253.1% | +240.1% |
| All | -11.9% | -92.2% | +80.3% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling