-97.6%
LCID vs FLR
+248.0%
-345.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +1.8% | +0.7% | +1.1% | +1.4% |
| 30D | -34.2% | -0.7% | -33.6% | -34.2% |
| 3M | -9.1% | +14.3% | -23.5% | -15.6% |
| 6M | -52.6% | +25.6% | -78.2% | -58.7% |
| YTD | -56.2% | +42.9% | -99.1% | -64.0% |
| 1Y | -74.9% | +38.7% | -113.6% | -79.1% |
| 3Y | -92.1% | +61.8% | -153.8% | -94.7% |
| 5Y | -97.6% | +254.1% | -351.7% | -98.8% |
| All | -97.6% | +248.0% | -345.6% | -98.8% |
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