-4.6%
BA vs LCID
-92.6%
+87.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +1.2% | -6.6% | +7.7% | +1.8% |
| 30D | -11.6% | -30.1% | +18.5% | -8.5% |
| 3M | -2.4% | -17.6% | +15.2% | -2.1% |
| 6M | -6.6% | -54.4% | +47.8% | -0.8% |
| YTD | -2.2% | -55.7% | +53.5% | +3.6% |
| 1Y | -8.0% | -71.0% | +63.0% | +1.3% |
| All | -4.6% | -92.6% | +87.9% | +13.2% |
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