-99.1%
LCID vs FGI
-66.3%
-32.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +6.2% | -17.5% | -11.5% |
| 7D | +9.2% | +13.5% | -4.3% | +8.9% |
| 30D | -3.0% | +17.1% | -20.1% | -3.4% |
| 3M | -50.2% | +78.0% | -128.2% | -51.7% |
| 6M | -45.8% | +46.4% | -92.3% | -47.3% |
| YTD | -69.2% | +47.7% | -116.9% | -70.7% |
| 1Y | -80.4% | +56.8% | -137.2% | -81.5% |
| 3Y | -91.4% | +12.3% | -103.7% | -92.3% |
| All | -99.1% | -66.3% | -32.8% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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