-92.2%
LCID vs BBWI
-42.5%
-49.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.7% |
| 7D | -6.6% | +1.5% | -8.1% | -7.1% |
| 30D | -30.1% | -5.2% | -25.0% | -29.4% |
| 3M | -17.6% | +11.1% | -28.7% | -20.9% |
| 6M | -54.4% | -13.4% | -41.1% | -52.8% |
| YTD | -55.7% | +0.1% | -55.8% | -56.7% |
| 1Y | -71.0% | -36.1% | -34.9% | -67.0% |
| All | -92.2% | -42.5% | -49.7% | -91.4% |
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