+10.9%
BDX vs LCID
-95.9%
+106.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.8% |
| 7D | -3.2% | -9.8% | +6.7% | -2.9% |
| 30D | -2.5% | -35.5% | +32.9% | -1.4% |
| 3M | +21.4% | -18.4% | +39.8% | +21.7% |
| 6M | +10.4% | -60.5% | +70.9% | +12.5% |
| YTD | +18.8% | -60.1% | +78.9% | +20.9% |
| 1Y | +21.7% | -78.8% | +100.5% | +25.5% |
| 3Y | -10.0% | -92.8% | +82.8% | -6.5% |
| 5Y | -1.8% | -97.9% | +96.1% | +3.0% |
| All | +10.9% | -95.9% | +106.8% | +17.9% |
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 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