-55.8%
BABA vs LCID
-95.4%
+39.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.1% |
| 7D | -4.8% | -6.6% | +1.8% | -4.0% |
| 30D | -11.9% | -30.1% | +18.3% | -8.4% |
| 3M | -9.3% | -17.6% | +8.3% | -9.2% |
| 6M | -14.2% | -54.4% | +40.2% | -8.5% |
| YTD | -22.0% | -55.7% | +33.7% | -16.9% |
| 1Y | -12.7% | -71.0% | +58.3% | -2.6% |
| 3Y | +26.7% | -92.6% | +119.3% | +55.9% |
| 5Y | -29.3% | -97.6% | +68.3% | -0.9% |
| All | -55.8% | -95.4% | +39.6% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling