-44.0%
BTDR vs LCID
-98.9%
+54.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.2% | +0.6% | -6.6% |
| 7D | -6.9% | -10.2% | +3.3% | -4.5% |
| 30D | -31.5% | -10.2% | -21.4% | -29.8% |
| 3M | -36.1% | -54.1% | +18.0% | -25.0% |
| 6M | -57.6% | -53.8% | -3.9% | -51.8% |
| YTD | -50.0% | -72.0% | +22.0% | -37.6% |
| 1Y | -49.6% | -80.5% | +30.9% | -32.6% |
| 3Y | +48.5% | -92.6% | +141.1% | +121.0% |
| 5Y | -43.8% | -99.3% | +55.5% | -16.2% |
| All | -44.0% | -98.9% | +54.9% | -16.9% |
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