-95.3%
LCID vs BG
+206.4%
-301.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.4% | -2.7% |
| 7D | +1.8% | +2.4% | -0.6% | +0.8% |
| 30D | -34.2% | +15.0% | -49.3% | -37.9% |
| 3M | -9.1% | -0.7% | -8.5% | -9.8% |
| 6M | -52.6% | +7.5% | -60.1% | -54.7% |
| YTD | -56.2% | +41.6% | -97.8% | -62.9% |
| 1Y | -74.9% | +50.7% | -125.6% | -79.5% |
| 3Y | -92.1% | +20.3% | -112.4% | -93.0% |
| 5Y | -97.6% | +85.2% | -182.8% | -98.4% |
| All | -95.3% | +206.4% | -301.7% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling