+452.3%
FTNT vs LCID
-96.8%
+549.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -11.3% | +12.4% | +2.2% |
| 7D | +5.7% | +9.2% | -3.5% | +4.6% |
| 30D | -32.1% | -3.0% | -29.1% | -32.1% |
| 3M | -19.5% | -50.2% | +30.8% | -14.5% |
| 6M | +13.8% | -45.8% | +59.6% | +17.8% |
| YTD | +63.1% | -69.2% | +132.3% | +76.9% |
| 1Y | +57.7% | -80.4% | +138.1% | +78.6% |
| 3Y | +154.9% | -91.4% | +246.3% | +195.7% |
| 5Y | +89.3% | -99.3% | +188.6% | +169.2% |
| All | +452.3% | -96.8% | +549.1% | +684.0% |
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