+55.1%
BRO vs LCID
-95.8%
+150.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.8% | +5.4% | -2.2% |
| 7D | -7.6% | -9.3% | +1.7% | -7.4% |
| 30D | -6.9% | -35.4% | +28.5% | -5.9% |
| 3M | +12.8% | -17.1% | +29.9% | +13.0% |
| 6M | -5.9% | -58.9% | +53.1% | -4.2% |
| YTD | -15.9% | -59.6% | +43.7% | -14.5% |
| 1Y | -28.1% | -78.0% | +49.8% | -25.8% |
| 3Y | -7.0% | -92.7% | +85.7% | -2.5% |
| 5Y | +18.0% | -97.8% | +115.8% | +28.1% |
| All | +55.1% | -95.8% | +150.9% | +82.7% |
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