-96.4%
LCID vs FDS
+3.7%
-100.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.4% | +9.8% | +9.6% |
| 7D | +20.0% | -5.0% | +25.0% | +22.2% |
| 30D | -5.0% | +13.8% | -18.8% | -9.8% |
| 3M | -48.9% | +14.8% | -63.7% | -52.0% |
| 6M | -43.2% | +47.4% | -90.6% | -52.5% |
| YTD | -65.9% | +14.2% | -80.1% | -68.5% |
| 1Y | -79.2% | +26.6% | -105.8% | -81.8% |
| 3Y | -90.4% | -24.4% | -66.0% | -89.3% |
| 5Y | -99.2% | -22.6% | -76.5% | -99.2% |
| All | -96.4% | +3.7% | -100.1% | -96.0% |
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