-95.8%
LCID vs BTG
-3.8%
-92.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | -9.1% | -5.5% | -3.7% | -8.2% |
| 30D | -37.6% | +6.1% | -43.7% | -38.4% |
| 3M | -11.1% | +38.6% | -49.7% | -17.3% |
| 6M | -59.2% | +0.7% | -59.9% | -59.8% |
| YTD | -60.5% | +20.3% | -80.8% | -62.6% |
| 1Y | -78.5% | +25.0% | -103.5% | -79.9% |
| 3Y | -92.8% | +97.3% | -190.1% | -94.0% |
| 5Y | -97.9% | +78.3% | -176.2% | -98.2% |
| All | -95.8% | -3.8% | -92.0% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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