-95.7%
LCID vs BRKR
+38.7%
-134.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -9.8% | -8.7% | -1.2% | -5.8% |
| 30D | -35.5% | -9.9% | -25.6% | -32.2% |
| 3M | -18.4% | -3.1% | -15.3% | -20.1% |
| 6M | -60.5% | +45.5% | -106.0% | -69.3% |
| YTD | -60.1% | +13.7% | -73.8% | -64.9% |
| 1Y | -78.8% | +67.4% | -146.2% | -85.0% |
| 3Y | -92.8% | -13.2% | -79.6% | -93.3% |
| 5Y | -97.9% | -39.5% | -58.4% | -97.8% |
| All | -95.7% | +38.7% | -134.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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