+131.3%
BAC vs LCID
-96.5%
+227.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | +1.6% |
| 7D | +2.0% | +20.0% | -18.0% | +0.6% |
| 30D | -6.9% | -5.0% | -1.9% | -6.9% |
| 3M | -19.6% | -48.9% | +29.3% | -16.1% |
| 6M | -0.5% | -43.2% | +42.8% | +1.7% |
| YTD | -6.6% | -65.9% | +59.3% | -1.4% |
| 1Y | -3.0% | -79.2% | +76.2% | +6.1% |
| 3Y | +97.3% | -90.4% | +187.7% | +119.7% |
| 5Y | +21.9% | -99.2% | +121.1% | +49.8% |
| All | +131.3% | -96.5% | +227.8% | +175.7% |
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