-95.3%
LCID vs FDS
-4.1%
-91.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +3.1% |
| 7D | -6.6% | -1.9% | -4.7% | -6.0% |
| 30D | -30.1% | +9.0% | -39.2% | -32.8% |
| 3M | -17.6% | +18.9% | -36.5% | -24.1% |
| 6M | -54.4% | +35.1% | -89.6% | -60.5% |
| YTD | -55.7% | +5.5% | -61.2% | -57.5% |
| 1Y | -71.0% | -16.8% | -54.2% | -69.0% |
| 3Y | -92.6% | -28.1% | -64.6% | -91.6% |
| 5Y | -97.6% | -17.4% | -80.2% | -97.3% |
| All | -95.3% | -4.1% | -91.1% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling