-64.5%
BAX vs LCID
-96.4%
+31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | -0.2% |
| 7D | -0.6% | +8.9% | -9.5% | -1.1% |
| 30D | +6.3% | +6.8% | -0.5% | +5.8% |
| 3M | -4.6% | -45.2% | +40.7% | -2.1% |
| 6M | +50.4% | -39.1% | +89.5% | +52.6% |
| YTD | +38.0% | -65.3% | +103.3% | +43.0% |
| 1Y | +44.6% | -78.4% | +123.0% | +52.6% |
| 3Y | -15.1% | -90.3% | +75.2% | -9.4% |
| 5Y | -63.3% | -99.2% | +35.9% | -59.9% |
| All | -64.5% | -96.4% | +31.9% | -62.3% |
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 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