+10.1%
BBY vs LCID
-95.9%
+106.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +0.6% | -9.8% | +10.4% | +1.6% |
| 30D | +9.4% | -35.5% | +44.9% | +13.9% |
| 3M | +19.3% | -18.4% | +37.7% | +19.5% |
| 6M | +47.9% | -60.5% | +108.4% | +58.5% |
| YTD | +39.6% | -60.1% | +99.6% | +48.7% |
| 1Y | +22.2% | -78.8% | +101.0% | +38.6% |
| 3Y | +45.0% | -92.8% | +137.7% | +74.2% |
| 5Y | +2.6% | -97.9% | +100.5% | +32.7% |
| All | +10.1% | -95.9% | +106.0% | +29.2% |
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