-97.8%
LCID vs BTG
+75.0%
-172.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.7% | -9.4% | -8.1% |
| 7D | -9.3% | +2.4% | -11.7% | -9.9% |
| 30D | -35.4% | +9.5% | -44.9% | -36.7% |
| 3M | -17.1% | +38.5% | -55.6% | -23.6% |
| 6M | -58.9% | +5.6% | -64.6% | -60.0% |
| YTD | -59.6% | +23.9% | -83.5% | -62.4% |
| 1Y | -78.0% | +32.1% | -110.1% | -79.9% |
| 3Y | -92.7% | +103.2% | -195.9% | -94.1% |
| 5Y | -97.8% | +79.7% | -177.6% | -98.1% |
| All | -97.8% | +75.0% | -172.9% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling