-57.3%
BABA vs LCID
-96.8%
+39.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | +0.1% |
| 7D | +11.6% | +8.9% | +2.7% | +10.3% |
| 30D | +2.3% | -15.4% | +17.7% | +3.8% |
| 3M | -13.7% | -52.9% | +39.2% | -6.6% |
| 6M | -21.9% | -46.8% | +24.9% | -18.4% |
| YTD | -24.6% | -68.9% | +44.2% | -16.9% |
| 1Y | -34.1% | -81.7% | +47.6% | -22.8% |
| 3Y | +36.3% | -92.4% | +128.6% | +66.3% |
| 5Y | -26.7% | -99.2% | +72.5% | +6.4% |
| All | -57.3% | -96.8% | +39.5% | -23.1% |
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 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