-90.1%
LCID vs FIVE
+43.9%
-134.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +24.8% | +7.3% | +17.5% | +22.7% |
| 30D | -0.5% | +18.1% | -18.6% | -4.9% |
| 3M | -43.0% | +7.7% | -50.7% | -44.3% |
| 6M | -40.5% | +13.6% | -54.2% | -43.1% |
| YTD | -64.3% | +34.6% | -98.9% | -67.6% |
| 1Y | -78.1% | +66.2% | -144.3% | -81.2% |
| 3Y | -90.1% | +43.5% | -133.5% | -92.2% |
| All | -90.1% | +43.9% | -134.0% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling