+577.2%
FTNT vs LCID
-95.9%
+673.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +1.6% | -9.1% | +10.7% | +2.5% |
| 30D | -1.9% | -37.6% | +35.7% | +2.4% |
| 3M | +14.4% | -11.1% | +25.4% | +13.5% |
| 6M | +88.7% | -59.2% | +147.8% | +101.0% |
| YTD | +100.0% | -60.5% | +160.5% | +112.7% |
| 1Y | +99.9% | -78.5% | +178.4% | +125.1% |
| 3Y | +147.9% | -92.8% | +240.8% | +196.1% |
| 5Y | +155.8% | -97.9% | +253.7% | +246.1% |
| All | +577.2% | -95.9% | +673.1% | +842.7% |
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 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