-97.0%
LCID vs FIVE
+80.3%
-177.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.1% |
| 7D | -10.2% | +2.7% | -12.8% | -11.0% |
| 30D | -10.2% | +12.7% | -22.8% | -14.4% |
| 3M | -54.1% | +2.1% | -56.2% | -54.7% |
| 6M | -53.8% | +17.5% | -71.2% | -57.6% |
| YTD | -72.0% | +31.0% | -103.0% | -75.7% |
| 1Y | -80.5% | +67.7% | -148.3% | -84.9% |
| 3Y | -92.6% | +43.4% | -135.9% | -94.3% |
| 5Y | -99.3% | +18.1% | -117.4% | -99.5% |
| All | -97.0% | +80.3% | -177.4% | -97.8% |
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