-3.5%
BAH vs LCID
-95.4%
+92.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -3.2% | -6.6% | +3.3% | -3.0% |
| 30D | +2.0% | -30.1% | +32.2% | +3.2% |
| 3M | -7.6% | -17.6% | +10.0% | -7.6% |
| 6M | -5.7% | -54.4% | +48.8% | -3.9% |
| YTD | -11.7% | -55.7% | +44.0% | -10.1% |
| 1Y | -27.4% | -71.0% | +43.7% | -25.3% |
| 3Y | -32.5% | -92.6% | +60.1% | -29.6% |
| 5Y | -3.3% | -97.6% | +94.3% | +3.7% |
| All | -3.5% | -95.4% | +92.0% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling