+452.1%
BTSG vs LCID
-82.5%
+534.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.3% |
| 7D | +2.7% | -6.6% | +9.3% | +3.2% |
| 30D | -3.6% | -30.1% | +26.5% | -1.1% |
| 3M | +5.8% | -17.6% | +23.4% | +6.6% |
| 6M | +44.7% | -54.4% | +99.2% | +52.6% |
| YTD | +62.2% | -55.7% | +117.9% | +70.6% |
| 1Y | +152.1% | -71.0% | +223.1% | +172.8% |
| All | +452.1% | -82.5% | +534.6% | +503.3% |
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