-95.3%
LCID vs USFR
+20.4%
-115.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.8% |
| 7D | -6.6% | +0.1% | -6.6% | -6.4% |
| 30D | -30.1% | +0.3% | -30.4% | -29.3% |
| 3M | -17.6% | +1.0% | -18.6% | -14.1% |
| 6M | -54.4% | +1.9% | -56.4% | -50.9% |
| YTD | -55.7% | +2.6% | -58.3% | -51.3% |
| 1Y | -71.0% | +4.0% | -75.0% | -66.8% |
| 3Y | -92.6% | +14.1% | -106.7% | -86.1% |
| 5Y | -97.6% | +20.4% | -118.0% | -95.3% |
| All | -95.3% | +20.4% | -115.7% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling