-95.8%
LCID vs USFR
+20.5%
-116.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | -9.1% | +0.1% | -9.2% | -8.8% |
| 30D | -37.6% | +0.3% | -37.9% | -36.8% |
| 3M | -11.1% | +1.0% | -12.0% | -7.5% |
| 6M | -59.2% | +1.9% | -61.1% | -56.0% |
| YTD | -60.5% | +2.7% | -63.1% | -56.4% |
| 1Y | -78.5% | +4.0% | -82.5% | -75.3% |
| 3Y | -92.8% | +14.1% | -106.9% | -86.5% |
| 5Y | -97.9% | +20.5% | -118.4% | -95.9% |
| All | -95.8% | +20.5% | -116.3% | -91.5% |
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