-31.5%
BROS vs LCID
-76.7%
+45.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -1.1% |
| 7D | -6.6% | -9.3% | +2.8% | -5.5% |
| 30D | -12.3% | -35.4% | +23.1% | -7.8% |
| 3M | -22.2% | -17.1% | -5.1% | -23.3% |
| 6M | -14.3% | -58.9% | +44.7% | -4.9% |
| YTD | -26.6% | -59.6% | +33.0% | -19.1% |
| 1Y | -31.5% | -78.0% | +46.5% | -23.4% |
| All | -31.5% | -76.7% | +45.2% | -23.4% |
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