-4.4%
BAH vs LCID
-95.5%
+91.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.9% |
| 7D | -4.3% | +1.8% | -6.1% | -4.4% |
| 30D | -4.5% | -34.2% | +29.8% | -3.1% |
| 3M | -7.6% | -9.1% | +1.5% | -7.8% |
| 6M | -10.6% | -52.6% | +42.0% | -9.0% |
| YTD | -12.6% | -56.2% | +43.6% | -10.9% |
| 1Y | -27.0% | -74.9% | +47.9% | -24.6% |
| 3Y | -31.5% | -92.1% | +60.6% | -28.6% |
| 5Y | -3.8% | -97.6% | +93.7% | +3.3% |
| All | -4.4% | -95.5% | +91.1% | +5.7% |
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