-96.3%
LCID vs BAM
+90.5%
-186.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +7.5% |
| 7D | +20.0% | +5.3% | +14.7% | +15.8% |
| 30D | -5.0% | +18.1% | -23.1% | -16.7% |
| 3M | -48.9% | +4.2% | -53.1% | -50.4% |
| 6M | -43.2% | +11.1% | -54.3% | -47.9% |
| YTD | -65.9% | +6.6% | -72.5% | -67.9% |
| 1Y | -79.2% | +6.2% | -85.4% | -80.2% |
| 3Y | -90.4% | +95.0% | -185.4% | -94.9% |
| All | -96.3% | +90.5% | -186.9% | -98.1% |
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