+219.7%
BX vs LCID
-95.4%
+315.1%
-49.3%
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 | -4.4% | -6.6% | +2.2% | -3.6% |
| 30D | +0.1% | -30.1% | +30.2% | +4.5% |
| 3M | +16.0% | -17.6% | +33.6% | +16.2% |
| 6M | +21.6% | -54.4% | +76.0% | +30.9% |
| YTD | -8.9% | -55.7% | +46.8% | -2.0% |
| 1Y | -16.6% | -71.0% | +54.4% | -6.0% |
| 3Y | +43.3% | -92.6% | +136.0% | +80.5% |
| 5Y | +25.7% | -97.6% | +123.3% | +74.9% |
| All | +219.7% | -95.4% | +315.1% | +337.9% |
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