+143.3%
BHP vs LCID
-96.4%
+239.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.3% |
| 7D | +2.4% | +8.9% | -6.5% | +1.7% |
| 30D | -5.4% | +6.8% | -12.2% | -6.0% |
| 3M | -6.9% | -45.2% | +38.4% | -3.6% |
| 6M | -4.3% | -39.1% | +34.8% | -2.7% |
| YTD | +41.6% | -65.3% | +106.9% | +48.6% |
| 1Y | +53.3% | -78.4% | +131.7% | +65.4% |
| 3Y | +58.4% | -90.3% | +148.7% | +74.0% |
| 5Y | +121.3% | -99.2% | +220.5% | +159.8% |
| All | +143.3% | -96.4% | +239.7% | +216.7% |
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