+220.9%
BP vs LCID
-96.3%
+317.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -6.3% | +24.8% | -31.2% | -6.8% |
| 30D | -3.6% | -0.5% | -3.1% | -3.7% |
| 3M | +5.2% | -43.0% | +48.2% | +6.5% |
| 6M | +5.3% | -40.5% | +45.9% | +6.0% |
| YTD | +33.1% | -64.3% | +97.5% | +35.8% |
| 1Y | +26.3% | -78.1% | +104.3% | +30.7% |
| 3Y | +47.5% | -90.1% | +137.6% | +53.8% |
| 5Y | +106.2% | -99.1% | +205.2% | +118.4% |
| All | +220.9% | -96.3% | +317.3% | +284.6% |
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