-90.4%
LCID vs USFR
+14.3%
-104.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | +20.0% | +0.1% | +19.9% | +19.8% |
| 30D | -5.0% | +0.4% | -5.4% | -6.1% |
| 3M | -48.9% | +1.1% | -49.9% | -50.6% |
| 6M | -43.2% | +2.0% | -45.2% | -47.4% |
| YTD | -65.9% | +3.4% | -69.3% | -71.3% |
| 1Y | -79.2% | +4.1% | -83.3% | -83.3% |
| 3Y | -90.4% | +14.3% | -104.7% | -85.5% |
| All | -90.4% | +14.3% | -104.7% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling