+223.1%
BMNR vs LCID
-80.9%
+304.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.5% | +3.2% |
| 7D | +0.2% | -9.8% | +10.1% | +3.2% |
| 30D | +39.9% | -35.5% | +75.4% | +57.9% |
| 3M | +51.5% | -18.4% | +69.9% | +48.3% |
| 6M | +18.9% | -60.5% | +79.4% | +59.6% |
| YTD | -7.8% | -60.1% | +52.3% | +24.5% |
| 1Y | -47.6% | -78.8% | +31.2% | -16.9% |
| All | +223.1% | -80.9% | +304.0% | +567.2% |
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