-96.2%
LCID vs USFR
+21.4%
-117.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.9% |
| 7D | +24.8% | +0.1% | +24.8% | +25.3% |
| 30D | -0.5% | +0.4% | -0.9% | +1.1% |
| 3M | -43.0% | +1.1% | -44.0% | -40.5% |
| 6M | -40.5% | +2.1% | -42.6% | -35.5% |
| YTD | -64.3% | +3.4% | -67.8% | -59.4% |
| 1Y | -78.1% | +4.1% | -82.1% | -74.5% |
| 3Y | -90.1% | +14.4% | -104.5% | -81.2% |
| 5Y | -99.1% | +21.4% | -120.5% | -98.1% |
| All | -96.2% | +21.4% | -117.6% | -92.1% |
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