-96.4%
LCID vs FIVE
+85.5%
-181.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +7.0% |
| 7D | +20.0% | +6.2% | +13.8% | +17.4% |
| 30D | -5.0% | +18.2% | -23.2% | -11.4% |
| 3M | -48.9% | +3.8% | -52.7% | -50.0% |
| 6M | -43.2% | +13.7% | -56.9% | -47.2% |
| YTD | -65.9% | +34.7% | -100.7% | -70.8% |
| 1Y | -79.2% | +66.6% | -145.8% | -83.8% |
| 3Y | -90.4% | +44.3% | -134.7% | -92.7% |
| 5Y | -99.2% | +18.8% | -118.0% | -99.3% |
| All | -96.4% | +85.5% | -181.9% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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