-92.7%
LCID vs BG
+19.0%
-111.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.5% | -7.7% |
| 7D | -9.3% | +0.5% | -9.9% | -9.5% |
| 30D | -35.4% | +10.3% | -45.7% | -37.6% |
| 3M | -17.1% | -1.9% | -15.2% | -16.8% |
| 6M | -58.9% | +5.2% | -64.2% | -60.2% |
| YTD | -59.6% | +41.2% | -100.8% | -65.6% |
| 1Y | -78.0% | +50.5% | -128.5% | -81.9% |
| All | -92.7% | +19.0% | -111.7% | -94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling