-98.1%
LCID vs BBAI
-71.7%
-26.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.1% | -4.7% | -7.5% |
| 7D | -9.3% | -4.1% | -5.3% | -9.0% |
| 30D | -35.4% | -12.4% | -23.0% | -34.6% |
| 3M | -17.1% | -29.1% | +12.0% | -14.6% |
| 6M | -58.9% | -32.6% | -26.3% | -57.6% |
| YTD | -59.6% | -47.6% | -12.0% | -57.5% |
| 1Y | -78.0% | -41.0% | -36.9% | -77.2% |
| 3Y | -92.7% | +67.5% | -160.1% | -93.3% |
| 5Y | -97.8% | -71.3% | -26.6% | -97.5% |
| All | -98.1% | -71.7% | -26.4% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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