+42.7%
BMY vs LCID
-95.4%
+138.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | +0.4% | -6.6% | +6.9% | +0.5% |
| 30D | +5.0% | -30.1% | +35.2% | +5.9% |
| 3M | +19.4% | -17.6% | +37.0% | +19.5% |
| 6M | +9.5% | -54.4% | +64.0% | +10.7% |
| YTD | +28.1% | -55.7% | +83.8% | +29.3% |
| 1Y | +50.0% | -71.0% | +121.0% | +52.4% |
| 3Y | +24.1% | -92.6% | +116.7% | +27.0% |
| 5Y | +25.0% | -97.6% | +122.6% | +27.7% |
| All | +42.7% | -95.4% | +138.1% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling