-40.4%
BABA vs LCID
-82.0%
+41.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.2% | +9.2% | +0.8% |
| 7D | -13.8% | -10.2% | -3.6% | -13.0% |
| 30D | -15.1% | -10.2% | -4.9% | -14.7% |
| 3M | -22.7% | -54.1% | +31.4% | -18.4% |
| 6M | -34.7% | -53.8% | +19.1% | -32.4% |
| YTD | -35.0% | -72.0% | +37.0% | -29.1% |
| 1Y | -40.4% | -80.5% | +40.1% | -34.9% |
| All | -40.4% | -82.0% | +41.5% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling