-95.7%
LCID vs BB
+62.8%
-158.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -7.3% |
| 7D | -9.3% | +1.8% | -11.2% | -9.9% |
| 30D | -35.4% | -12.2% | -23.2% | -32.7% |
| 3M | -17.1% | -12.3% | -4.8% | -15.4% |
| 6M | -58.9% | +122.7% | -181.6% | -70.3% |
| YTD | -59.6% | +104.5% | -164.1% | -69.9% |
| 1Y | -78.0% | +106.7% | -184.6% | -83.8% |
| 3Y | -92.7% | +70.0% | -162.6% | -94.6% |
| 5Y | -97.8% | -27.8% | -70.1% | -98.2% |
| All | -95.7% | +62.8% | -158.5% | -96.8% |
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