-92.8%
LCID vs BTG
+94.8%
-187.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -9.8% | -3.8% | -6.1% | -9.1% |
| 30D | -35.5% | +3.6% | -39.1% | -36.1% |
| 3M | -18.4% | +32.0% | -50.4% | -24.6% |
| 6M | -60.5% | +3.4% | -63.8% | -61.3% |
| YTD | -60.1% | +20.8% | -80.9% | -63.0% |
| 1Y | -78.8% | +22.4% | -101.2% | -80.6% |
| 3Y | -92.8% | +91.7% | -184.5% | -94.3% |
| All | -92.8% | +94.8% | -187.6% | -94.3% |
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 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