+23.8%
BTDR vs LCID
-98.2%
+122.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +3.6% |
| 7D | +20.0% | -6.6% | +26.5% | +21.6% |
| 30D | +11.9% | -30.1% | +42.1% | +20.4% |
| 3M | -36.9% | -17.6% | -19.3% | -36.4% |
| 6M | +56.5% | -54.4% | +110.9% | +77.1% |
| YTD | +10.4% | -55.7% | +66.2% | +25.2% |
| 1Y | +3.1% | -71.0% | +74.1% | +27.2% |
| 3Y | -2.6% | -92.6% | +90.0% | +32.8% |
| 5Y | +25.2% | -97.6% | +122.8% | +67.0% |
| All | +23.8% | -98.2% | +122.0% | +66.9% |
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 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