-52.7%
BLDR vs LCID
-92.2%
+39.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | -2.8% | -6.6% | +3.7% | -1.7% |
| 30D | -13.3% | -30.1% | +16.9% | -8.1% |
| 3M | -12.3% | -17.6% | +5.3% | -12.2% |
| 6M | -31.5% | -54.4% | +23.0% | -23.9% |
| YTD | -36.1% | -55.7% | +19.7% | -29.1% |
| 1Y | -54.1% | -71.0% | +17.0% | -45.4% |
| All | -52.7% | -92.2% | +39.5% | -28.4% |
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