+35.5%
BMY vs LCID
-96.3%
+131.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.7% | +0.9% |
| 7D | +1.8% | +24.8% | -23.1% | +1.2% |
| 30D | +6.2% | -0.5% | +6.8% | +6.1% |
| 3M | -2.1% | -43.0% | +40.8% | -1.0% |
| 6M | +14.3% | -40.5% | +54.8% | +15.0% |
| YTD | +21.6% | -64.3% | +85.9% | +23.2% |
| 1Y | +38.8% | -78.1% | +116.9% | +41.7% |
| 3Y | +42.9% | -90.1% | +133.0% | +46.3% |
| 5Y | +30.1% | -99.1% | +129.1% | +34.8% |
| All | +35.5% | -96.3% | +131.8% | +28.3% |
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