-99.1%
LCID vs FLR
+124.2%
-223.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +24.8% | +5.1% | +19.7% | +22.7% |
| 30D | -0.5% | -0.5% | -0.1% | -0.4% |
| 3M | -43.0% | -3.5% | -39.5% | -42.2% |
| 6M | -40.5% | +16.5% | -57.0% | -45.2% |
| YTD | -64.3% | +27.3% | -91.6% | -69.0% |
| 1Y | -78.1% | +10.6% | -88.7% | -79.7% |
| 3Y | -90.1% | +39.4% | -129.5% | -92.7% |
| 5Y | -99.1% | +126.4% | -225.5% | -99.4% |
| All | -99.1% | +124.2% | -223.3% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling