-95.3%
LCID vs BTG
-2.5%
-92.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | +1.8% | +4.8% | -3.0% | +0.8% |
| 30D | -34.2% | +8.3% | -42.6% | -35.3% |
| 3M | -9.1% | +32.3% | -41.4% | -14.7% |
| 6M | -52.6% | +3.0% | -55.6% | -53.5% |
| YTD | -56.2% | +21.9% | -78.1% | -58.7% |
| 1Y | -74.9% | +28.2% | -103.1% | -76.7% |
| 3Y | -92.1% | +99.9% | -192.0% | -93.4% |
| 5Y | -97.6% | +73.6% | -171.1% | -97.9% |
| All | -95.3% | -2.5% | -92.8% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling