-97.0%
LCID vs BR
+60.3%
-157.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.5% |
| 7D | -10.2% | +1.1% | -11.3% | -10.7% |
| 30D | -10.2% | +14.4% | -24.6% | -16.8% |
| 3M | -54.1% | +12.4% | -66.5% | -57.3% |
| 6M | -53.8% | +35.4% | -89.2% | -61.5% |
| YTD | -72.0% | -12.2% | -59.9% | -70.1% |
| 1Y | -80.5% | -12.7% | -67.8% | -79.0% |
| 3Y | -92.6% | +14.3% | -106.8% | -93.7% |
| 5Y | -99.3% | +19.3% | -118.6% | -99.5% |
| All | -97.0% | +60.3% | -157.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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