-10.6%
BA vs LCID
-93.7%
+83.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.0% | -1.4% |
| 7D | -0.1% | -6.9% | +6.8% | +0.5% |
| 30D | -9.1% | -28.4% | +19.2% | -6.3% |
| 3M | -28.2% | -55.5% | +27.3% | -22.5% |
| 6M | -23.1% | -52.3% | +29.2% | -18.8% |
| YTD | -20.6% | -71.8% | +51.3% | -12.2% |
| 1Y | -12.7% | -82.7% | +70.0% | +1.2% |
| All | -10.6% | -93.7% | +83.1% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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