-97.0%
LCID vs BG
+151.4%
-248.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -9.8% |
| 7D | -10.2% | +2.6% | -12.8% | -11.1% |
| 30D | -10.2% | -6.7% | -3.5% | -7.9% |
| 3M | -54.1% | -9.3% | -44.9% | -52.7% |
| 6M | -53.8% | -18.3% | -35.4% | -50.8% |
| YTD | -72.0% | +16.2% | -88.2% | -74.6% |
| 1Y | -80.5% | +7.6% | -88.1% | -81.7% |
| 3Y | -92.6% | +6.6% | -99.1% | -93.1% |
| 5Y | -99.3% | +22.2% | -121.5% | -99.5% |
| All | -97.0% | +151.4% | -248.4% | -98.1% |
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