-92.6%
LCID vs BURL
+63.9%
-156.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.9% |
| 7D | -6.6% | -2.8% | -3.8% | -5.7% |
| 30D | -30.1% | -28.2% | -2.0% | -22.1% |
| 3M | -17.6% | -17.6% | 0.0% | -12.3% |
| 6M | -54.4% | -11.8% | -42.7% | -53.1% |
| YTD | -55.7% | -8.1% | -47.6% | -55.1% |
| 1Y | -71.0% | -12.0% | -59.1% | -70.5% |
| All | -92.6% | +63.9% | -156.5% | -93.7% |
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