-2.7%
FTV vs LCID
-92.2%
+89.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -4.5% | -6.6% | +2.1% | -4.0% |
| 30D | -7.1% | -30.1% | +23.1% | -4.7% |
| 3M | -7.2% | -17.6% | +10.4% | -7.2% |
| 6M | -1.5% | -54.4% | +52.9% | +3.3% |
| YTD | +3.5% | -55.7% | +59.2% | +8.4% |
| 1Y | +20.3% | -71.0% | +91.4% | +30.3% |
| All | -2.7% | -92.2% | +89.6% | +13.1% |
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