+3.4%
BAX vs LCID
-74.3%
+77.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.7% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | -9.7% | -34.2% | +24.5% | -6.4% |
| 3M | +29.3% | -9.1% | +38.4% | +29.7% |
| 6M | +40.7% | -52.6% | +93.3% | +49.0% |
| YTD | +30.3% | -56.2% | +86.5% | +38.3% |
| 1Y | +3.4% | -74.9% | +78.3% | +15.3% |
| All | +3.4% | -74.3% | +77.7% | +15.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling