-64.4%
BAX vs LCID
-96.5%
+32.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +1.9% |
| 7D | +9.0% | +20.0% | -11.0% | +8.0% |
| 30D | +8.5% | -5.0% | +13.5% | +8.5% |
| 3M | -4.1% | -48.9% | +44.8% | -1.3% |
| 6M | +46.9% | -43.2% | +90.2% | +49.6% |
| YTD | +38.4% | -65.9% | +104.3% | +43.5% |
| 1Y | +47.0% | -79.2% | +126.2% | +55.4% |
| 3Y | -14.9% | -90.4% | +75.5% | -9.1% |
| 5Y | -62.5% | -99.2% | +36.7% | -59.0% |
| All | -64.4% | -96.5% | +32.1% | -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