-95.2%
LCID vs BAM
+78.0%
-173.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | -6.6% | -2.0% | -4.6% | -5.0% |
| 30D | -30.1% | -2.9% | -27.2% | -28.5% |
| 3M | -17.6% | +9.4% | -27.0% | -23.6% |
| 6M | -54.4% | +10.8% | -65.2% | -58.3% |
| YTD | -55.7% | -0.4% | -55.3% | -56.1% |
| 1Y | -71.0% | -10.9% | -60.2% | -68.6% |
| 3Y | -92.6% | +61.3% | -153.9% | -95.4% |
| All | -95.2% | +78.0% | -173.2% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling