+173.5%
BHP vs LCID
-95.8%
+269.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.8% |
| 7D | +0.9% | -9.3% | +10.2% | +1.5% |
| 30D | +4.0% | -35.4% | +39.4% | +6.9% |
| 3M | +11.3% | -17.1% | +28.3% | +11.2% |
| 6M | +29.3% | -58.9% | +88.3% | +35.0% |
| YTD | +59.2% | -59.6% | +118.8% | +65.9% |
| 1Y | +80.8% | -78.0% | +158.8% | +95.3% |
| 3Y | +88.0% | -92.7% | +180.7% | +109.3% |
| 5Y | +126.6% | -97.8% | +224.5% | +160.3% |
| All | +173.5% | -95.8% | +269.3% | +253.7% |
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