-97.0%
LCID vs FLR
+414.5%
-511.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.1% | -8.1% | -8.8% |
| 7D | -10.2% | +5.4% | -15.6% | -11.6% |
| 30D | -10.2% | +2.8% | -13.0% | -11.0% |
| 3M | -54.1% | -6.4% | -47.7% | -53.0% |
| 6M | -53.8% | +8.8% | -62.5% | -55.6% |
| YTD | -72.0% | +23.6% | -95.6% | -74.6% |
| 1Y | -80.5% | +13.8% | -94.3% | -81.8% |
| 3Y | -92.6% | +36.5% | -129.0% | -93.9% |
| 5Y | -99.3% | +119.3% | -218.7% | -99.5% |
| All | -97.0% | +414.5% | -511.5% | -97.9% |
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