-59.9%
BABA vs LCID
-96.3%
+36.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.7% | -7.2% | -3.1% |
| 7D | +2.4% | +24.8% | -22.5% | -0.5% |
| 30D | -7.8% | -0.5% | -7.2% | -8.2% |
| 3M | -22.4% | -43.0% | +20.6% | -17.9% |
| 6M | -26.0% | -40.5% | +14.5% | -23.7% |
| YTD | -29.3% | -64.3% | +35.1% | -23.3% |
| 1Y | -37.5% | -78.1% | +40.5% | -28.4% |
| 3Y | +31.9% | -90.1% | +122.0% | +55.9% |
| 5Y | -33.4% | -99.1% | +65.6% | -4.9% |
| All | -59.9% | -96.3% | +36.4% | -29.0% |
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