-95.7%
LCID vs BBWI
-17.2%
-78.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.3% | -1.5% | -5.3% |
| 7D | -9.3% | -4.4% | -4.9% | -7.7% |
| 30D | -35.4% | -7.4% | -28.0% | -34.1% |
| 3M | -17.1% | -2.2% | -14.9% | -16.8% |
| 6M | -58.9% | -16.3% | -42.6% | -56.9% |
| YTD | -59.6% | -9.1% | -50.5% | -59.2% |
| 1Y | -78.0% | -34.5% | -43.5% | -75.1% |
| 3Y | -92.7% | -47.0% | -45.7% | -91.6% |
| 5Y | -97.8% | -68.8% | -29.0% | -97.1% |
| All | -95.7% | -17.2% | -78.4% | -95.2% |
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