-1.5%
BBY vs LCID
-97.8%
+96.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.3% | -0.6% |
| 7D | +1.2% | -9.3% | +10.5% | +2.3% |
| 30D | +6.8% | -35.4% | +42.2% | +12.1% |
| 3M | +18.7% | -17.1% | +35.8% | +18.5% |
| 6M | +37.3% | -58.9% | +96.2% | +48.5% |
| YTD | +35.3% | -59.6% | +94.9% | +45.7% |
| 1Y | +20.7% | -78.0% | +98.6% | +40.0% |
| 3Y | +39.4% | -92.7% | +132.1% | +75.3% |
| 5Y | -1.5% | -97.8% | +96.4% | +38.5% |
| All | -1.5% | -97.8% | +96.3% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling