-95.3%
LCID vs FLR
+489.9%
-585.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.5% |
| 7D | -6.6% | +5.4% | -12.0% | -8.4% |
| 30D | -30.1% | +11.4% | -41.5% | -33.0% |
| 3M | -17.6% | +11.4% | -29.0% | -21.4% |
| 6M | -54.4% | +16.6% | -71.1% | -57.8% |
| YTD | -55.7% | +41.7% | -97.4% | -61.7% |
| 1Y | -71.0% | +35.4% | -106.5% | -74.5% |
| 3Y | -92.6% | +57.3% | -150.0% | -94.2% |
| 5Y | -97.6% | +241.0% | -338.6% | -98.4% |
| All | -95.3% | +489.9% | -585.2% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling