+442.4%
BNY vs LCID
-95.9%
+538.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | 0.0% |
| 7D | -1.3% | -9.8% | +8.5% | -0.8% |
| 30D | -0.2% | -35.5% | +35.3% | +2.3% |
| 3M | +14.9% | -18.4% | +33.3% | +14.9% |
| 6M | +40.0% | -60.5% | +100.5% | +45.8% |
| YTD | +42.0% | -60.1% | +102.1% | +47.4% |
| 1Y | +56.9% | -78.8% | +135.6% | +68.5% |
| 3Y | +289.9% | -92.8% | +382.6% | +330.8% |
| 5Y | +259.2% | -97.9% | +357.1% | +312.3% |
| All | +442.4% | -95.9% | +538.3% | +538.6% |
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 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