-97.0%
LCID vs FIVN
-77.3%
-19.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.1% | -6.1% | -8.1% |
| 7D | -10.2% | -2.8% | -7.3% | -9.2% |
| 30D | -10.2% | -17.4% | +7.2% | -4.5% |
| 3M | -54.1% | -19.2% | -34.9% | -51.2% |
| 6M | -53.8% | +29.4% | -83.1% | -60.0% |
| YTD | -72.0% | +36.3% | -108.3% | -77.4% |
| 1Y | -80.5% | +33.5% | -114.0% | -84.1% |
| 3Y | -92.6% | -56.8% | -35.7% | -90.7% |
| 5Y | -99.3% | -83.0% | -16.3% | -98.9% |
| All | -97.0% | -77.3% | -19.7% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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