-4.3%
FSLY vs LCID
-93.0%
+88.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.4% | -7.3% | +1.3% |
| 7D | -31.4% | +8.9% | -40.4% | -32.0% |
| 30D | -37.3% | -15.4% | -21.9% | -35.4% |
| 3M | -30.1% | -52.9% | +22.8% | -22.0% |
| 6M | -49.8% | -46.8% | -2.9% | -46.3% |
| YTD | +55.7% | -68.9% | +124.6% | +80.6% |
| 1Y | +44.5% | -81.7% | +126.2% | +82.8% |
| 3Y | -4.3% | -92.4% | +88.0% | +38.8% |
| All | -4.3% | -93.0% | +88.7% | +38.8% |
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