+91.9%
BBY vs LCID
-50.7%
+142.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.9% | +1.5% |
| 7D | +4.5% | -10.2% | +14.6% | +5.4% |
| 30D | +16.8% | -10.2% | +27.0% | +17.5% |
| 3M | +23.2% | -54.1% | +77.3% | +26.6% |
| 6M | +91.9% | -53.8% | +145.7% | +102.1% |
| All | +91.9% | -50.7% | +142.6% | +102.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling