-92.4%
LCID vs BURL
+86.7%
-179.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.6% | +12.0% | +11.0% |
| 7D | +8.9% | +4.1% | +4.9% | +7.7% |
| 30D | -15.4% | -9.5% | -6.0% | -12.3% |
| 3M | -52.9% | -33.5% | -19.4% | -46.4% |
| 6M | -46.8% | -22.1% | -24.8% | -42.8% |
| YTD | -68.9% | -14.6% | -54.3% | -67.5% |
| 1Y | -81.7% | -8.4% | -73.3% | -81.5% |
| 3Y | -92.4% | +86.6% | -178.9% | -92.8% |
| All | -92.4% | +86.7% | -179.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling