+82.0%
BN vs LCID
-92.6%
+174.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.5% | -6.6% | +4.1% | -1.6% |
| 30D | -9.5% | -30.1% | +20.7% | -5.4% |
| 3M | -10.4% | -17.6% | +7.2% | -10.4% |
| 6M | -6.4% | -54.4% | +48.1% | +1.4% |
| YTD | -11.9% | -55.7% | +43.9% | -4.6% |
| 1Y | -8.6% | -71.0% | +62.4% | +4.4% |
| All | +82.0% | -92.6% | +174.6% | +147.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling