-64.4%
BAX vs LCID
-96.3%
+31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.2% |
| 7D | +3.6% | +24.8% | -21.2% | +2.4% |
| 30D | +8.5% | -0.5% | +9.0% | +8.3% |
| 3M | -4.9% | -43.0% | +38.1% | -2.6% |
| 6M | +47.0% | -40.5% | +87.5% | +49.3% |
| YTD | +38.4% | -64.3% | +102.8% | +43.2% |
| 1Y | +49.1% | -78.1% | +127.2% | +57.2% |
| 3Y | -14.9% | -90.1% | +75.2% | -9.3% |
| 5Y | -63.1% | -99.1% | +36.0% | -59.7% |
| All | -64.4% | -96.3% | +31.9% | -62.2% |
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