-96.7%
LCID vs BBWI
-1.5%
-95.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.9% | -8.4% | -10.1% |
| 7D | +9.2% | -4.5% | +13.8% | +11.3% |
| 30D | -3.0% | +17.1% | -20.1% | -8.7% |
| 3M | -50.2% | +17.5% | -67.7% | -54.0% |
| 6M | -45.8% | +12.8% | -58.7% | -49.0% |
| YTD | -69.2% | +8.2% | -77.4% | -71.1% |
| 1Y | -80.4% | -1.8% | -78.6% | -81.2% |
| 3Y | -91.4% | -25.8% | -65.7% | -91.4% |
| 5Y | -99.3% | -68.0% | -31.2% | -99.0% |
| All | -96.7% | -1.5% | -95.2% | -96.6% |
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