-10.6%
BITO vs LCID
-98.3%
+87.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | -9.8% | +6.4% | -1.9% |
| 30D | +21.4% | -35.5% | +56.9% | +29.8% |
| 3M | +20.5% | -18.4% | +38.9% | +20.3% |
| 6M | +7.4% | -60.5% | +67.9% | +20.7% |
| YTD | -13.9% | -60.1% | +46.2% | -3.6% |
| 1Y | -35.1% | -78.8% | +43.7% | -19.5% |
| 3Y | +156.8% | -92.8% | +249.6% | +252.1% |
| All | -10.6% | -98.3% | +87.7% | +68.3% |
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