-95.3%
LCID vs BR
+44.0%
-139.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +3.7% |
| 7D | -6.6% | -5.3% | -1.3% | -3.7% |
| 30D | -30.1% | +6.4% | -36.6% | -33.1% |
| 3M | -17.6% | +13.6% | -31.2% | -23.8% |
| 6M | -54.4% | -6.7% | -47.7% | -53.0% |
| YTD | -55.7% | -21.1% | -34.6% | -49.5% |
| 1Y | -71.0% | -29.6% | -41.5% | -64.3% |
| 3Y | -92.6% | -2.4% | -90.3% | -93.1% |
| 5Y | -97.6% | +11.2% | -108.9% | -98.1% |
| All | -95.3% | +44.0% | -139.3% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling