-96.3%
LCID vs FLR
+431.7%
-528.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +8.9% | +6.3% | +2.6% | +7.0% |
| 30D | +6.8% | +1.8% | +5.0% | +6.1% |
| 3M | -45.2% | -4.4% | -40.8% | -44.4% |
| 6M | -39.1% | +15.9% | -55.0% | -42.9% |
| YTD | -65.3% | +27.7% | -93.0% | -68.9% |
| 1Y | -78.4% | +11.6% | -90.0% | -79.7% |
| 3Y | -90.3% | +39.9% | -130.2% | -92.1% |
| 5Y | -99.2% | +127.5% | -226.7% | -99.4% |
| All | -96.3% | +431.7% | -528.0% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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