-95.8%
LCID vs BBIO
+86.0%
-181.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.0% |
| 7D | -9.1% | -3.9% | -5.3% | -8.4% |
| 30D | -37.6% | -13.4% | -24.2% | -35.6% |
| 3M | -11.1% | +7.6% | -18.6% | -13.0% |
| 6M | -59.2% | -2.4% | -56.7% | -59.2% |
| YTD | -60.5% | -5.2% | -55.2% | -60.4% |
| 1Y | -78.5% | +36.9% | -115.4% | -80.2% |
| 3Y | -92.8% | +155.2% | -248.0% | -94.5% |
| 5Y | -97.9% | +44.0% | -141.9% | -98.7% |
| All | -95.8% | +86.0% | -181.8% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling