+203.1%
BX vs LCID
-95.8%
+298.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.8% | +4.1% | -2.7% |
| 7D | -5.7% | -9.3% | +3.7% | -4.5% |
| 30D | -8.9% | -35.4% | +26.5% | -3.8% |
| 3M | +8.4% | -17.1% | +25.5% | +8.5% |
| 6M | +18.9% | -58.9% | +77.9% | +29.8% |
| YTD | -13.6% | -59.6% | +46.0% | -6.0% |
| 1Y | -22.4% | -78.0% | +55.5% | -9.3% |
| 3Y | +26.0% | -92.7% | +118.7% | +58.8% |
| 5Y | +18.8% | -97.8% | +116.6% | +67.3% |
| All | +203.1% | -95.8% | +298.9% | +320.0% |
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