+54.3%
BRO vs LCID
-95.9%
+150.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -7.3% | -9.8% | +2.5% | -7.1% |
| 30D | -6.9% | -35.5% | +28.6% | -5.9% |
| 3M | +10.7% | -18.4% | +29.0% | +10.9% |
| 6M | -2.7% | -60.5% | +57.8% | -0.9% |
| YTD | -16.3% | -60.1% | +43.8% | -14.9% |
| 1Y | -29.1% | -78.8% | +49.7% | -26.7% |
| 3Y | -7.8% | -92.8% | +84.9% | -3.3% |
| 5Y | +18.7% | -97.9% | +116.6% | +29.0% |
| All | +54.3% | -95.9% | +150.2% | +81.8% |
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