-95.8%
LCID vs FLR
+462.5%
-558.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.3% |
| 7D | -9.1% | -6.9% | -2.3% | -6.9% |
| 30D | -37.6% | +1.1% | -38.7% | -37.9% |
| 3M | -11.1% | +14.3% | -25.4% | -16.0% |
| 6M | -59.2% | +19.1% | -78.3% | -62.5% |
| YTD | -60.5% | +35.1% | -95.6% | -65.2% |
| 1Y | -78.5% | +29.5% | -108.0% | -80.8% |
| 3Y | -92.8% | +53.0% | -145.8% | -94.3% |
| 5Y | -97.9% | +238.9% | -336.8% | -98.6% |
| All | -95.8% | +462.5% | -558.3% | -97.1% |
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