-91.8%
LCID vs BR
+14.4%
-106.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.7% | -10.6% | -11.1% |
| 7D | +9.2% | -1.3% | +10.5% | +9.7% |
| 30D | -3.0% | +13.7% | -16.7% | -6.9% |
| 3M | -50.2% | +13.8% | -64.0% | -52.4% |
| 6M | -45.8% | +29.7% | -75.5% | -50.2% |
| YTD | -69.2% | -12.6% | -56.6% | -67.6% |
| 1Y | -80.4% | -12.4% | -67.9% | -79.4% |
| All | -91.8% | +14.4% | -106.2% | -90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling