-96.3%
LCID vs FDS
+6.3%
-102.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.7% |
| 7D | +8.9% | -2.1% | +11.0% | +9.6% |
| 30D | +6.8% | +16.0% | -9.2% | +0.7% |
| 3M | -45.2% | +18.8% | -64.0% | -49.3% |
| 6M | -39.1% | +54.1% | -93.2% | -50.0% |
| YTD | -65.3% | +17.0% | -82.3% | -68.2% |
| 1Y | -78.4% | +25.5% | -103.9% | -81.0% |
| 3Y | -90.3% | -23.3% | -67.0% | -89.2% |
| 5Y | -99.2% | -22.6% | -76.6% | -99.2% |
| All | -96.3% | +6.3% | -102.6% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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