-92.4%
LCID vs BBWI
-28.0%
-64.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.3% | +13.7% | +11.6% |
| 7D | +8.9% | -6.2% | +15.1% | +11.6% |
| 30D | -15.4% | +19.9% | -35.4% | -20.7% |
| 3M | -52.9% | +7.1% | -60.0% | -54.5% |
| 6M | -46.8% | +13.7% | -60.5% | -49.6% |
| YTD | -68.9% | +9.6% | -78.5% | -70.5% |
| 1Y | -81.7% | -1.6% | -80.0% | -82.2% |
| 3Y | -92.4% | -25.9% | -66.5% | -92.3% |
| All | -92.4% | -28.0% | -64.3% | -92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling