+23.3%
BDX vs LCID
-99.1%
+122.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -1.4% |
| 7D | +7.3% | +24.8% | -17.5% | +6.1% |
| 30D | +15.7% | -0.5% | +16.2% | +15.5% |
| 3M | +19.1% | -43.0% | +62.0% | +21.6% |
| 6M | +44.1% | -40.5% | +84.7% | +45.9% |
| YTD | +42.1% | -64.3% | +106.4% | +46.3% |
| 1Y | +52.6% | -78.1% | +130.7% | +60.1% |
| 3Y | +22.6% | -90.1% | +112.7% | +29.8% |
| 5Y | +23.3% | -99.1% | +122.4% | +36.9% |
| All | +23.3% | -99.1% | +122.4% | +36.9% |
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 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