-31.3%
BABA vs LCID
-97.6%
+66.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.0% |
| 7D | -4.8% | -6.6% | +1.8% | -3.8% |
| 30D | -11.9% | -30.1% | +18.3% | -7.3% |
| 3M | -9.3% | -17.6% | +8.3% | -9.4% |
| 6M | -14.2% | -54.4% | +40.2% | -6.6% |
| YTD | -22.0% | -55.7% | +33.7% | -15.3% |
| 1Y | -12.7% | -71.0% | +58.3% | +1.0% |
| 3Y | +26.7% | -92.6% | +119.3% | +69.7% |
| All | -31.3% | -97.6% | +66.3% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling