-92.6%
LCID vs BAM
+85.6%
-178.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.5% | -9.4% |
| 7D | -10.2% | -2.7% | -7.5% | -7.9% |
| 30D | -10.2% | +15.5% | -25.7% | -19.5% |
| 3M | -54.1% | -6.9% | -47.3% | -51.0% |
| 6M | -53.8% | +9.9% | -63.6% | -57.0% |
| YTD | -72.0% | +1.4% | -73.4% | -72.5% |
| 1Y | -80.5% | +3.3% | -83.8% | -81.0% |
| 3Y | -92.6% | +83.6% | -176.2% | -96.0% |
| All | -92.6% | +85.6% | -178.2% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling