+27.5%
BBY vs LCID
-97.1%
+124.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.9% | +1.6% |
| 7D | +4.5% | -10.2% | +14.6% | +5.5% |
| 30D | +16.8% | -10.2% | +27.0% | +17.7% |
| 3M | +23.2% | -54.1% | +77.3% | +32.2% |
| 6M | +91.9% | -53.8% | +145.7% | +102.3% |
| YTD | +61.6% | -72.0% | +133.7% | +77.6% |
| 1Y | +43.9% | -80.5% | +124.4% | +63.8% |
| 3Y | +88.6% | -92.6% | +181.2% | +125.6% |
| 5Y | -3.1% | -99.3% | +96.2% | +34.1% |
| All | +27.5% | -97.1% | +124.7% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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