+426.2%
BTSG vs LCID
-84.4%
+510.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -6.5% |
| 7D | -5.8% | -9.1% | +3.4% | -5.1% |
| 30D | 0.0% | -37.6% | +37.6% | +3.6% |
| 3M | -4.5% | -11.1% | +6.6% | -4.3% |
| 6M | +40.0% | -59.2% | +99.2% | +48.8% |
| YTD | +54.6% | -60.5% | +115.0% | +64.0% |
| 1Y | +106.1% | -78.5% | +184.6% | +127.7% |
| All | +426.2% | -84.4% | +510.6% | +479.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling