-97.0%
LCID vs USFR
+21.4%
-118.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.1% |
| 7D | -10.2% | +0.1% | -10.2% | -10.0% |
| 30D | -10.2% | +0.4% | -10.5% | -8.8% |
| 3M | -54.1% | +1.1% | -55.2% | -52.1% |
| 6M | -53.8% | +2.0% | -55.8% | -49.8% |
| YTD | -72.0% | +3.5% | -75.5% | -68.2% |
| 1Y | -80.5% | +4.1% | -84.6% | -77.4% |
| 3Y | -92.6% | +14.4% | -106.9% | -85.9% |
| 5Y | -99.3% | +21.4% | -120.7% | -98.6% |
| All | -97.0% | +21.4% | -118.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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