+37.5%
BMY vs LCID
-95.8%
+133.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.3% | -0.3% |
| 7D | -4.8% | -9.3% | +4.5% | -4.6% |
| 30D | -0.7% | -35.4% | +34.7% | +0.3% |
| 3M | +15.3% | -17.1% | +32.4% | +15.5% |
| 6M | +8.5% | -58.9% | +67.5% | +9.9% |
| YTD | +23.4% | -59.6% | +83.0% | +24.9% |
| 1Y | +42.9% | -78.0% | +120.9% | +46.0% |
| 3Y | +22.0% | -92.7% | +114.6% | +25.0% |
| 5Y | +24.3% | -97.8% | +122.2% | +27.3% |
| All | +37.5% | -95.8% | +133.3% | +30.0% |
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