-96.2%
LCID vs FIVE
+85.3%
-181.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +24.8% | +7.3% | +17.5% | +21.6% |
| 30D | -0.5% | +18.1% | -18.6% | -7.2% |
| 3M | -43.0% | +7.7% | -50.7% | -45.1% |
| 6M | -40.5% | +13.6% | -54.2% | -44.7% |
| YTD | -64.3% | +34.6% | -98.9% | -69.4% |
| 1Y | -78.1% | +66.2% | -144.3% | -82.9% |
| 3Y | -90.1% | +43.5% | -133.5% | -92.4% |
| 5Y | -99.1% | +20.7% | -119.7% | -99.3% |
| All | -96.2% | +85.3% | -181.5% | -97.3% |
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