-97.0%
LCID vs BNS
+204.0%
-301.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.1% |
| 7D | -10.2% | +0.9% | -11.1% | -10.7% |
| 30D | -10.2% | +2.8% | -12.9% | -11.5% |
| 3M | -54.1% | +3.0% | -57.1% | -54.9% |
| 6M | -53.8% | +23.3% | -77.0% | -60.5% |
| YTD | -72.0% | +29.3% | -101.4% | -77.1% |
| 1Y | -80.5% | +41.7% | -122.2% | -85.1% |
| 3Y | -92.6% | +147.7% | -240.3% | -96.3% |
| 5Y | -99.3% | +79.4% | -178.7% | -99.6% |
| All | -97.0% | +204.0% | -301.1% | -98.0% |
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