-97.0%
LCID vs BURL
+17.6%
-114.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.6% | -10.4% |
| 7D | -6.9% | +3.5% | -10.3% | -7.8% |
| 30D | -28.4% | -9.3% | -19.1% | -25.3% |
| 3M | -55.5% | -32.1% | -23.4% | -48.4% |
| 6M | -52.3% | -19.8% | -32.5% | -48.5% |
| YTD | -71.8% | -13.2% | -58.6% | -70.6% |
| 1Y | -82.7% | -7.8% | -74.9% | -82.6% |
| 3Y | -93.5% | +89.3% | -182.9% | -95.4% |
| 5Y | -99.3% | -15.8% | -83.5% | -99.4% |
| All | -97.0% | +17.6% | -114.6% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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