+93.6%
BLDR vs LCID
-95.8%
+189.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -0.8% |
| 7D | -2.7% | -9.3% | +6.6% | -1.4% |
| 30D | -14.7% | -35.4% | +20.7% | -9.6% |
| 3M | -20.8% | -17.1% | -3.7% | -20.7% |
| 6M | -35.3% | -58.9% | +23.6% | -29.1% |
| YTD | -40.3% | -59.6% | +19.3% | -34.7% |
| 1Y | -56.3% | -78.0% | +21.7% | -48.3% |
| 3Y | -56.1% | -92.7% | +36.6% | -43.8% |
| 5Y | +12.9% | -97.8% | +110.8% | +58.4% |
| All | +93.6% | -95.8% | +189.4% | +172.7% |
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