+355.0%
BKR vs LCID
-95.9%
+450.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.6% |
| 7D | -6.7% | -9.1% | +2.5% | -6.3% |
| 30D | -8.3% | -37.6% | +29.3% | -6.4% |
| 3M | -5.4% | -11.1% | +5.7% | -5.9% |
| 6M | +0.8% | -59.2% | +60.0% | +4.1% |
| YTD | +31.8% | -60.5% | +92.3% | +36.1% |
| 1Y | +28.6% | -78.5% | +107.1% | +36.4% |
| 3Y | +71.2% | -92.8% | +164.1% | +86.2% |
| 5Y | +179.2% | -97.9% | +277.1% | +214.1% |
| All | +355.0% | -95.9% | +450.9% | +465.7% |
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