+126.1%
BAC vs LCID
-96.8%
+222.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -1.4% |
| 7D | -1.2% | +8.9% | -10.1% | -1.9% |
| 30D | -7.7% | -15.4% | +7.8% | -6.8% |
| 3M | -21.2% | -52.9% | +31.7% | -17.3% |
| 6M | -6.8% | -46.8% | +40.0% | -4.4% |
| YTD | -8.7% | -68.9% | +60.2% | -3.0% |
| 1Y | -5.3% | -81.7% | +76.4% | +4.5% |
| 3Y | +87.4% | -92.4% | +179.8% | +112.2% |
| 5Y | +18.9% | -99.2% | +118.1% | +46.9% |
| All | +126.1% | -96.8% | +222.9% | +171.3% |
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