-92.4%
LCID vs FDS
-23.2%
-69.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.7% | +14.1% | +11.3% |
| 7D | +8.9% | -0.5% | +9.5% | +9.0% |
| 30D | -15.4% | +20.2% | -35.6% | -19.4% |
| 3M | -52.9% | +19.9% | -72.7% | -55.3% |
| 6M | -46.8% | +56.2% | -103.0% | -53.2% |
| YTD | -68.9% | +14.6% | -83.4% | -70.6% |
| 1Y | -81.7% | +31.6% | -113.3% | -83.5% |
| 3Y | -92.4% | -23.8% | -68.6% | -91.8% |
| All | -92.4% | -23.2% | -69.2% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling