-9.8%
BDX vs LCID
-92.2%
+82.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | -4.3% | +1.8% | -6.0% | -4.4% |
| 30D | +1.3% | -34.2% | +35.5% | +3.5% |
| 3M | +20.2% | -9.1% | +29.4% | +19.9% |
| 6M | +8.6% | -52.6% | +61.2% | +11.5% |
| YTD | +19.0% | -56.2% | +75.2% | +22.2% |
| 1Y | +21.2% | -74.9% | +96.1% | +27.6% |
| All | -9.8% | -92.2% | +82.3% | -5.4% |
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