+103.9%
BP vs LCID
-99.2%
+203.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.7% |
| 7D | -11.6% | +8.9% | -20.6% | -11.9% |
| 30D | 0.0% | -15.4% | +15.5% | +0.5% |
| 3M | +6.7% | -52.9% | +59.6% | +9.5% |
| 6M | +2.2% | -46.8% | +49.0% | +3.5% |
| YTD | +33.0% | -68.9% | +101.9% | +37.8% |
| 1Y | +30.7% | -81.7% | +112.4% | +38.9% |
| 3Y | +44.2% | -92.4% | +136.6% | +55.7% |
| All | +103.9% | -99.2% | +203.1% | +134.9% |
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