-79.0%
LCID vs FIGR
+1.6%
-80.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.6% |
| 7D | -9.1% | +1.0% | -10.1% | -9.3% |
| 30D | -37.6% | +31.4% | -69.0% | -39.9% |
| 3M | -11.1% | +30.3% | -41.3% | -14.6% |
| 6M | -59.2% | -7.6% | -51.6% | -59.3% |
| YTD | -60.5% | -10.5% | -50.0% | -62.5% |
| All | -79.0% | +1.6% | -80.6% | -79.6% |
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