-96.4%
LCID vs BBWI
+1.7%
-98.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.5% | +8.7% |
| 7D | +20.0% | -6.2% | +26.2% | +23.3% |
| 30D | -5.0% | +25.5% | -30.5% | -13.2% |
| 3M | -48.9% | +8.0% | -56.8% | -51.1% |
| 6M | -43.2% | +12.7% | -55.9% | -46.6% |
| YTD | -65.9% | +11.6% | -77.6% | -68.4% |
| 1Y | -79.2% | -0.9% | -78.3% | -80.1% |
| 3Y | -90.4% | -22.7% | -67.7% | -90.6% |
| 5Y | -99.2% | -67.2% | -32.0% | -99.0% |
| All | -96.4% | +1.7% | -98.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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