+72.2%
BKR vs LCID
-93.0%
+165.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.2% |
| 6M | +0.8% | -59.2% | +60.0% | +4.7% |
| YTD | +31.8% | -60.5% | +92.3% | +36.8% |
| 1Y | +28.6% | -78.5% | +107.1% | +37.5% |
| All | +72.2% | -93.0% | +165.2% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling