-84.4%
LCID vs BIYA
-99.9%
+15.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +4.6% |
| 7D | +24.8% | -4.1% | +28.9% | +25.0% |
| 30D | -0.5% | -35.5% | +35.0% | +0.6% |
| 3M | -43.0% | -56.3% | +13.3% | -42.0% |
| 6M | -40.5% | -88.7% | +48.1% | -40.3% |
| YTD | -64.3% | -97.0% | +32.6% | -63.6% |
| 1Y | -78.1% | -98.7% | +20.6% | -76.6% |
| All | -84.4% | -99.9% | +15.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling