+36.8%
BMY vs LCID
-97.1%
+133.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -9.2% | +11.0% | +2.0% |
| 7D | +2.1% | -10.2% | +12.3% | +2.3% |
| 30D | +7.0% | -10.2% | +17.2% | +7.2% |
| 3M | -0.9% | -54.1% | +53.2% | +0.8% |
| 6M | +14.9% | -53.8% | +68.7% | +16.3% |
| YTD | +22.8% | -72.0% | +94.9% | +25.2% |
| 1Y | +36.2% | -80.5% | +116.8% | +39.7% |
| 3Y | +45.7% | -92.6% | +138.2% | +50.0% |
| 5Y | +31.3% | -99.3% | +130.6% | +37.0% |
| All | +36.8% | -97.1% | +133.9% | +30.3% |
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