-96.2%
LCID vs BAM
+88.1%
-184.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.8% |
| 7D | +24.8% | +5.0% | +19.8% | +20.7% |
| 30D | -0.5% | +16.6% | -17.1% | -11.9% |
| 3M | -43.0% | +2.2% | -45.2% | -43.7% |
| 6M | -40.5% | +9.7% | -50.2% | -44.9% |
| YTD | -64.3% | +5.2% | -69.6% | -66.0% |
| 1Y | -78.1% | +3.9% | -82.0% | -78.8% |
| 3Y | -90.1% | +91.5% | -181.6% | -94.6% |
| All | -96.2% | +88.1% | -184.3% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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