+40.6%
BBY vs LCID
-92.8%
+133.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.7% |
| 7D | +1.2% | -9.3% | +10.5% | +2.1% |
| 30D | +6.8% | -35.4% | +42.2% | +11.2% |
| 3M | +18.7% | -17.1% | +35.8% | +18.4% |
| 6M | +37.3% | -58.9% | +96.2% | +47.1% |
| YTD | +35.3% | -59.6% | +94.9% | +44.4% |
| 1Y | +20.7% | -78.0% | +98.6% | +37.7% |
| All | +40.6% | -92.8% | +133.4% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling