-20.9%
BAX vs LCID
-93.0%
+72.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -0.3% |
| 7D | +12.1% | +8.9% | +3.2% | +11.3% |
| 30D | +7.6% | -15.4% | +23.0% | +8.7% |
| 3M | -4.5% | -52.9% | +48.4% | +0.5% |
| 6M | +52.0% | -46.8% | +98.9% | +57.1% |
| YTD | +35.1% | -68.9% | +104.0% | +44.0% |
| 1Y | +43.7% | -81.7% | +125.4% | +58.3% |
| 3Y | -20.9% | -92.4% | +71.4% | -7.6% |
| All | -20.9% | -93.0% | +72.1% | -7.6% |
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