-63.2%
BABA vs LCID
-97.1%
+33.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +1.1% |
| 7D | -13.8% | -10.2% | -3.6% | -12.8% |
| 30D | -15.1% | -10.2% | -4.9% | -14.5% |
| 3M | -22.7% | -54.1% | +31.4% | -16.3% |
| 6M | -34.7% | -53.8% | +19.1% | -30.7% |
| YTD | -35.0% | -72.0% | +37.0% | -27.5% |
| 1Y | -40.4% | -80.5% | +40.1% | -30.8% |
| 3Y | +21.9% | -92.6% | +114.5% | +48.9% |
| 5Y | -39.9% | -99.3% | +59.5% | -11.8% |
| All | -63.2% | -97.1% | +33.9% | -33.0% |
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