+135.1%
BAC vs LCID
-92.6%
+227.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.1% | -6.6% | +7.7% | +1.6% |
| 30D | -0.4% | -30.1% | +29.8% | +2.1% |
| 3M | +16.9% | -17.6% | +34.5% | +16.8% |
| 6M | +26.6% | -54.4% | +81.0% | +32.8% |
| YTD | +15.8% | -55.7% | +71.5% | +21.4% |
| 1Y | +27.2% | -71.0% | +98.2% | +37.6% |
| All | +135.1% | -92.6% | +227.6% | +187.6% |
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 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