-85.2%
LCID vs FIGR
-29.9%
-55.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.8% | -7.5% | -8.9% |
| 7D | -10.2% | +11.0% | -21.2% | -11.8% |
| 30D | -10.2% | +0.7% | -10.9% | -10.6% |
| 3M | -54.1% | -20.9% | -33.2% | -53.0% |
| 6M | -53.8% | -37.7% | -16.0% | -51.5% |
| YTD | -72.0% | -38.2% | -33.8% | -72.3% |
| 1Y | -80.5% | -27.1% | -53.4% | -80.9% |
| All | -85.2% | -29.9% | -55.2% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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