+463.5%
BTSG vs LCID
-84.1%
+547.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.3% |
| 7D | +2.9% | -9.3% | +12.2% | +3.6% |
| 30D | +0.9% | -35.4% | +36.3% | +4.2% |
| 3M | +1.6% | -17.1% | +18.7% | +2.4% |
| 6M | +46.8% | -58.9% | +105.7% | +56.0% |
| YTD | +65.5% | -59.6% | +125.1% | +75.3% |
| 1Y | +136.2% | -78.0% | +214.2% | +160.5% |
| All | +463.5% | -84.1% | +547.6% | +520.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling