+442.6%
BNY vs LCID
-95.5%
+538.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | +3.3% | -34.2% | +37.6% | +5.7% |
| 3M | +15.3% | -9.1% | +24.4% | +14.6% |
| 6M | +42.5% | -52.6% | +95.1% | +46.7% |
| YTD | +42.0% | -56.2% | +98.2% | +46.7% |
| 1Y | +59.3% | -74.9% | +134.2% | +69.5% |
| 3Y | +291.2% | -92.1% | +383.3% | +330.1% |
| 5Y | +252.1% | -97.6% | +349.6% | +301.7% |
| All | +442.6% | -95.5% | +538.1% | +535.5% |
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 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