-29.1%
BRO vs LCID
-78.4%
+49.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -7.3% | -9.8% | +2.5% | -7.3% |
| 30D | -6.9% | -35.5% | +28.6% | -6.7% |
| 3M | +10.7% | -18.4% | +29.0% | +11.4% |
| 6M | -2.7% | -60.5% | +57.8% | -2.7% |
| YTD | -16.3% | -60.1% | +43.8% | -16.2% |
| 1Y | -29.1% | -78.8% | +49.7% | -27.2% |
| All | -29.1% | -78.4% | +49.3% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling