-2.5%
BLDR vs LCID
-99.2%
+96.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.4% | -3.9% | +3.8% |
| 7D | -2.7% | +20.0% | -22.7% | -6.0% |
| 30D | +24.8% | -5.0% | +29.8% | +25.1% |
| 3M | -11.7% | -48.9% | +37.2% | -1.5% |
| 6M | -14.8% | -43.2% | +28.5% | -9.6% |
| YTD | -35.9% | -65.9% | +30.1% | -26.2% |
| 1Y | -39.7% | -79.2% | +39.5% | -24.1% |
| 3Y | -45.6% | -90.4% | +44.8% | -27.5% |
| 5Y | -2.5% | -99.2% | +96.7% | +75.1% |
| All | -2.5% | -99.2% | +96.7% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling