-92.1%
LCID vs FDS
-30.4%
-61.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.1% |
| 7D | +1.8% | -5.4% | +7.1% | +3.2% |
| 30D | -34.2% | +1.6% | -35.8% | -34.7% |
| 3M | -9.1% | +17.7% | -26.9% | -14.2% |
| 6M | -52.6% | +29.1% | -81.7% | -56.3% |
| YTD | -56.2% | +1.0% | -57.2% | -57.1% |
| 1Y | -74.9% | -21.6% | -53.3% | -72.9% |
| 3Y | -92.1% | -30.1% | -62.0% | -91.2% |
| All | -92.1% | -30.4% | -61.6% | -91.2% |
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