-3.4%
BDX vs LCID
-97.7%
+94.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.9% |
| 3M | +20.2% | -9.1% | +29.4% | +20.1% |
| 6M | +8.6% | -52.6% | +61.2% | +10.8% |
| YTD | +19.0% | -56.2% | +75.2% | +21.4% |
| 1Y | +21.2% | -74.9% | +96.1% | +25.9% |
| 3Y | -9.7% | -92.1% | +82.4% | -4.7% |
| 5Y | -3.4% | -97.6% | +94.2% | +3.2% |
| All | -3.4% | -97.7% | +94.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling