-2.1%
BROS vs LCID
-98.5%
+96.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.2% | +15.7% | +8.5% |
| 7D | +6.3% | -10.2% | +16.5% | +8.4% |
| 30D | -8.3% | -10.2% | +1.8% | -6.7% |
| 3M | -29.8% | -54.1% | +24.3% | -18.1% |
| 6M | -25.8% | -53.8% | +27.9% | -17.0% |
| YTD | -41.4% | -72.0% | +30.7% | -27.9% |
| 1Y | -35.2% | -80.5% | +45.4% | -13.7% |
| 3Y | +32.8% | -92.6% | +125.3% | +93.5% |
| 5Y | -42.2% | -99.3% | +57.2% | +49.7% |
| All | -2.1% | -98.5% | +96.3% | +94.8% |
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