-95.8%
LCID vs BNS
+202.3%
-298.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | -9.1% | -2.2% | -6.9% | -7.5% |
| 30D | -37.6% | +4.5% | -42.1% | -39.9% |
| 3M | -11.1% | +14.9% | -26.0% | -20.2% |
| 6M | -59.2% | +32.5% | -91.7% | -67.4% |
| YTD | -60.5% | +28.6% | -89.1% | -67.7% |
| 1Y | -78.5% | +48.4% | -126.9% | -84.2% |
| 3Y | -92.8% | +130.8% | -223.6% | -96.3% |
| 5Y | -97.9% | +94.8% | -192.7% | -98.7% |
| All | -95.8% | +202.3% | -298.1% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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