+33.7%
BDX vs LCID
-96.4%
+130.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.0% |
| 7D | +2.5% | +8.9% | -6.4% | +2.2% |
| 30D | +13.6% | +6.8% | +6.7% | +13.2% |
| 3M | +18.9% | -45.2% | +64.2% | +20.8% |
| 6M | +51.8% | -39.1% | +90.9% | +52.9% |
| YTD | +43.3% | -65.3% | +108.6% | +46.1% |
| 1Y | +48.0% | -78.4% | +126.4% | +52.4% |
| 3Y | +23.7% | -90.3% | +114.0% | +28.1% |
| 5Y | +24.9% | -99.2% | +124.1% | +30.1% |
| All | +33.7% | -96.4% | +130.2% | +42.5% |
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