-92.1%
LCID vs FLR
+60.4%
-152.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | -34.2% | -0.7% | -33.6% | -34.2% |
| 3M | -9.1% | +14.3% | -23.5% | -14.2% |
| 6M | -52.6% | +25.6% | -78.2% | -57.5% |
| YTD | -56.2% | +42.9% | -99.1% | -62.6% |
| 1Y | -74.9% | +38.7% | -113.6% | -78.3% |
| 3Y | -92.1% | +61.8% | -153.8% | -94.5% |
| All | -92.1% | +60.4% | -152.5% | -94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling