-92.8%
LCID vs BBIO
+154.4%
-247.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -9.8% | -3.2% | -6.6% | -9.0% |
| 30D | -35.5% | -13.6% | -21.9% | -32.8% |
| 3M | -18.4% | +7.2% | -25.6% | -20.7% |
| 6M | -60.5% | +1.5% | -62.0% | -61.0% |
| YTD | -60.1% | -5.3% | -54.8% | -60.1% |
| 1Y | -78.8% | +37.7% | -116.5% | -80.9% |
| 3Y | -92.8% | +153.9% | -246.7% | -95.0% |
| All | -92.8% | +154.4% | -247.2% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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