-92.2%
LCID vs BB
+59.1%
-151.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -6.6% | -5.6% | -0.9% | -4.6% |
| 30D | -30.1% | -11.8% | -18.4% | -27.0% |
| 3M | -17.6% | -25.5% | +7.9% | -10.4% |
| 6M | -54.4% | +121.3% | -175.7% | -69.7% |
| YTD | -55.7% | +103.2% | -158.9% | -69.4% |
| 1Y | -71.0% | +102.6% | -173.7% | -80.3% |
| All | -92.2% | +59.1% | -151.3% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling