-19.0%
BAX vs LCID
-92.2%
+73.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.2% | +9.5% | +1.0% |
| 7D | +0.1% | -10.2% | +10.3% | +0.8% |
| 30D | +4.1% | -10.2% | +14.3% | +4.7% |
| 3M | -4.5% | -54.1% | +49.6% | +0.5% |
| 6M | +49.2% | -53.8% | +103.0% | +55.7% |
| YTD | +35.2% | -72.0% | +107.3% | +45.1% |
| 1Y | +38.3% | -80.5% | +118.8% | +51.6% |
| 3Y | -19.0% | -92.6% | +73.5% | -4.9% |
| All | -19.0% | -92.2% | +73.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling