+15.3%
BTDR vs LCID
-98.4%
+113.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -6.1% |
| 7D | -3.2% | -9.1% | +5.9% | -1.3% |
| 30D | +32.7% | -37.6% | +70.3% | +45.8% |
| 3M | -28.4% | -11.1% | -17.3% | -29.1% |
| 6M | +51.7% | -59.2% | +110.9% | +75.6% |
| YTD | +2.9% | -60.5% | +63.3% | +19.3% |
| 1Y | -15.5% | -78.5% | +63.0% | +10.4% |
| 3Y | 0.0% | -92.8% | +92.8% | +39.3% |
| 5Y | +16.5% | -97.9% | +114.4% | +59.0% |
| All | +15.3% | -98.4% | +113.7% | +59.0% |
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