+34.5%
BABA vs LCID
-93.7%
+128.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.6% | +14.2% | +3.9% |
| 7D | +8.6% | -6.9% | +15.4% | +9.2% |
| 30D | -1.1% | -28.4% | +27.3% | +2.1% |
| 3M | -15.9% | -55.5% | +39.6% | -9.0% |
| 6M | -17.5% | -52.3% | +34.8% | -13.2% |
| YTD | -25.6% | -71.8% | +46.2% | -17.4% |
| 1Y | -33.8% | -82.7% | +48.9% | -22.5% |
| All | +34.5% | -93.7% | +128.2% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling