-60.4%
BABA vs LCID
-96.4%
+36.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.9% |
| 7D | -3.6% | +8.9% | -12.5% | -4.8% |
| 30D | -8.4% | +6.8% | -15.2% | -9.5% |
| 3M | -20.6% | -45.2% | +24.6% | -15.6% |
| 6M | -25.4% | -39.1% | +13.8% | -23.3% |
| YTD | -30.1% | -65.3% | +35.2% | -23.9% |
| 1Y | -36.3% | -78.4% | +42.1% | -26.9% |
| 3Y | +30.4% | -90.3% | +120.7% | +54.6% |
| 5Y | -35.7% | -99.2% | +63.5% | -8.0% |
| All | -60.4% | -96.4% | +36.0% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling