-7.8%
BRO vs LCID
-92.9%
+85.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -7.3% | -9.8% | +2.5% | -7.2% |
| 30D | -6.9% | -35.5% | +28.6% | -6.3% |
| 3M | +10.7% | -18.4% | +29.0% | +10.9% |
| 6M | -2.7% | -60.5% | +57.8% | -1.6% |
| YTD | -16.3% | -60.1% | +43.8% | -15.5% |
| 1Y | -29.1% | -78.8% | +49.7% | -27.6% |
| 3Y | -7.8% | -92.8% | +84.9% | -7.1% |
| All | -7.8% | -92.9% | +85.0% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling