-97.0%
LCID vs BB
+87.0%
-184.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.4% | -6.8% | -8.4% |
| 7D | -10.2% | +1.8% | -12.0% | -10.5% |
| 30D | -10.2% | +8.1% | -18.3% | -12.3% |
| 3M | -54.1% | -1.0% | -53.1% | -54.1% |
| 6M | -53.8% | +45.9% | -99.7% | -60.5% |
| YTD | -72.0% | +134.8% | -206.9% | -80.1% |
| 1Y | -80.5% | +104.6% | -185.1% | -85.5% |
| 3Y | -92.6% | +152.8% | -245.4% | -95.1% |
| 5Y | -99.3% | -17.4% | -81.9% | -99.5% |
| All | -97.0% | +87.0% | -184.0% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling