-95.3%
LCID vs BNS
+205.5%
-300.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | -6.6% | +1.5% | -8.1% | -7.7% |
| 30D | -30.1% | +6.0% | -36.1% | -33.4% |
| 3M | -17.6% | +16.3% | -34.0% | -26.8% |
| 6M | -54.4% | +28.8% | -83.2% | -62.8% |
| YTD | -55.7% | +30.0% | -85.7% | -64.1% |
| 1Y | -71.0% | +50.7% | -121.7% | -79.1% |
| 3Y | -92.6% | +125.4% | -218.0% | -96.1% |
| 5Y | -97.6% | +94.2% | -191.8% | -98.6% |
| All | -95.3% | +205.5% | -300.8% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling