-95.7%
LCID vs BWA
+103.9%
-199.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -7.0% |
| 7D | -9.3% | +0.1% | -9.5% | -9.4% |
| 30D | -35.4% | -5.6% | -29.8% | -33.5% |
| 3M | -17.1% | -10.7% | -6.4% | -12.9% |
| 6M | -58.9% | +23.2% | -82.1% | -63.7% |
| YTD | -59.6% | +46.0% | -105.6% | -68.6% |
| 1Y | -78.0% | +51.2% | -129.1% | -83.2% |
| 3Y | -92.7% | +69.6% | -162.2% | -94.9% |
| 5Y | -97.8% | +86.6% | -184.4% | -98.6% |
| All | -95.7% | +103.9% | -199.6% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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