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  • BE vs LCID✓SelectedUSD · LCIDBE vs LCID performance historyLatest closeAs of-4.01%09/10
Stock and ETF performance explorer

BE vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,400.2%
LCID return
-95.9%
Excess return
+1,496.2%
Maximum drawdown
-79.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-10 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-4.0%-2.1%-1.9%-3.5%
7D+9.7%-9.1%+18.9%+12.5%
30D+22.4%-37.6%+60.0%+37.8%
3M+10.4%-11.1%+21.4%+7.1%
6M+67.9%-59.2%+127.0%+99.3%
YTD+197.5%-60.5%+257.9%+253.3%
1Y+310.6%-78.5%+389.1%+477.7%
3Y+1,657.2%-92.8%+1,750.1%+2,854.3%
5Y+1,218.2%-97.9%+1,316.1%+2,859.5%
All+1,400.2%-95.9%+1,496.2%+2,978.0%

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 2016-09-10 to 2026-09-10: 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…

2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling