-97.9%
LCID vs BBIO
+42.7%
-140.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -9.8% | -3.2% | -6.6% | -9.3% |
| 30D | -35.5% | -13.6% | -21.9% | -33.5% |
| 3M | -18.4% | +7.2% | -25.6% | -20.0% |
| 6M | -60.5% | +1.5% | -62.0% | -60.8% |
| YTD | -60.1% | -5.3% | -54.8% | -60.0% |
| 1Y | -78.8% | +37.7% | -116.5% | -80.4% |
| 3Y | -92.8% | +153.9% | -246.7% | -94.3% |
| All | -97.9% | +42.7% | -140.6% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling