+34.5%
BDX vs LCID
-96.8%
+131.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.3% | +11.9% | +0.9% |
| 7D | +1.0% | +9.2% | -8.2% | +0.7% |
| 30D | +15.1% | -3.0% | +18.1% | +15.1% |
| 3M | +18.2% | -50.2% | +68.4% | +20.3% |
| 6M | +48.1% | -45.8% | +94.0% | +49.7% |
| YTD | +44.1% | -69.2% | +113.3% | +47.4% |
| 1Y | +46.4% | -80.4% | +126.8% | +51.2% |
| 3Y | +24.4% | -91.4% | +115.8% | +29.3% |
| 5Y | +26.1% | -99.3% | +125.3% | +31.8% |
| All | +34.5% | -96.8% | +131.3% | +43.8% |
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