-92.6%
LCID vs BTG
+82.1%
-174.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.0% |
| 7D | -10.2% | -9.1% | -1.1% | -8.0% |
| 30D | -10.2% | -1.6% | -8.6% | -10.1% |
| 3M | -54.1% | -2.8% | -51.3% | -54.0% |
| 6M | -53.8% | -7.6% | -46.2% | -53.2% |
| YTD | -72.0% | +10.2% | -82.3% | -73.6% |
| 1Y | -80.5% | +21.3% | -101.8% | -82.1% |
| 3Y | -92.6% | +82.7% | -175.2% | -94.1% |
| All | -92.6% | +82.1% | -174.6% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling