+28.5%
BMY vs LCID
-99.2%
+127.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.3% |
| 7D | -1.4% | +20.0% | -21.4% | -2.0% |
| 30D | +5.1% | -5.0% | +10.1% | +5.1% |
| 3M | -3.0% | -48.9% | +45.9% | -1.4% |
| 6M | +13.1% | -43.2% | +56.3% | +14.0% |
| YTD | +20.3% | -65.9% | +86.3% | +22.3% |
| 1Y | +39.0% | -79.2% | +118.2% | +42.4% |
| 3Y | +42.0% | -90.4% | +132.4% | +45.7% |
| 5Y | +28.5% | -99.2% | +127.7% | +30.5% |
| All | +28.5% | -99.2% | +127.8% | +30.5% |
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