+256.8%
BNY vs LCID
-97.9%
+354.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | -1.1% | -9.1% | +8.1% | -0.4% |
| 30D | +1.4% | -37.6% | +39.0% | +4.7% |
| 3M | +16.8% | -11.1% | +27.9% | +15.9% |
| 6M | +42.0% | -59.2% | +101.2% | +48.9% |
| YTD | +41.9% | -60.5% | +102.4% | +48.7% |
| 1Y | +59.2% | -78.5% | +137.7% | +73.9% |
| 3Y | +290.9% | -92.8% | +383.8% | +344.9% |
| All | +256.8% | -97.9% | +354.7% | +345.3% |
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 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