+215.4%
BP vs LCID
-95.4%
+310.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +3.9% | -6.6% | +10.5% | +4.1% |
| 30D | +7.6% | -30.1% | +37.8% | +8.5% |
| 3M | +0.7% | -17.6% | +18.3% | +0.6% |
| 6M | +15.5% | -54.4% | +69.9% | +17.4% |
| YTD | +30.8% | -55.7% | +86.6% | +32.9% |
| 1Y | +34.3% | -71.0% | +105.3% | +38.0% |
| 3Y | +35.1% | -92.6% | +127.7% | +41.5% |
| 5Y | +126.8% | -97.6% | +224.4% | +142.0% |
| All | +215.4% | -95.4% | +310.8% | +276.5% |
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