+15.4%
BAH vs LCID
-96.8%
+112.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.3% | +11.5% | +0.5% |
| 7D | -2.6% | +9.2% | -11.8% | -2.9% |
| 30D | +20.4% | -3.0% | +23.3% | +20.3% |
| 3M | +11.9% | -50.2% | +62.1% | +14.2% |
| 6M | +17.1% | -45.8% | +63.0% | +18.6% |
| YTD | +5.5% | -69.2% | +74.7% | +8.6% |
| 1Y | +5.6% | -80.4% | +86.0% | +9.8% |
| 3Y | -26.5% | -91.4% | +64.9% | -23.1% |
| 5Y | +6.5% | -99.3% | +105.7% | +13.1% |
| All | +15.4% | -96.8% | +112.2% | +28.8% |
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