+189.2%
BX vs LCID
-96.4%
+285.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.1% |
| 7D | -2.8% | +8.9% | -11.7% | -4.1% |
| 30D | +7.3% | +6.8% | +0.5% | +6.1% |
| 3M | -16.3% | -45.2% | +28.9% | -10.2% |
| 6M | +2.5% | -39.1% | +41.6% | +6.2% |
| YTD | -17.6% | -65.3% | +47.7% | -9.0% |
| 1Y | -12.4% | -78.4% | +66.0% | +2.5% |
| 3Y | +36.2% | -90.3% | +126.5% | +65.2% |
| 5Y | +3.0% | -99.2% | +102.2% | +50.8% |
| All | +189.2% | -96.4% | +285.6% | +306.8% |
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