-78.8%
LCID vs USFR
+4.1%
-82.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.5% |
| 7D | -9.8% | +0.1% | -10.0% | -8.9% |
| 30D | -35.5% | +0.4% | -35.8% | -33.0% |
| 3M | -18.4% | +1.0% | -19.4% | -6.5% |
| 6M | -60.5% | +2.0% | -62.5% | -52.9% |
| YTD | -60.1% | +2.8% | -62.8% | -54.5% |
| 1Y | -78.8% | +4.1% | -82.9% | -84.5% |
| All | -78.8% | +4.1% | -82.9% | -84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling