-95.7%
LCID vs BG
+202.8%
-298.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | -9.8% | +3.1% | -12.9% | -10.9% |
| 30D | -35.5% | +10.2% | -45.7% | -38.0% |
| 3M | -18.4% | -1.7% | -16.7% | -18.6% |
| 6M | -60.5% | +1.0% | -61.5% | -61.2% |
| YTD | -60.1% | +39.9% | -100.0% | -66.0% |
| 1Y | -78.8% | +53.2% | -132.0% | -82.8% |
| 3Y | -92.8% | +16.3% | -109.0% | -93.5% |
| 5Y | -97.9% | +83.9% | -181.7% | -98.6% |
| All | -95.7% | +202.8% | -298.5% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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