-92.2%
LCID vs BWA
+75.7%
-167.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.5% |
| 7D | -6.6% | +5.7% | -12.2% | -8.8% |
| 30D | -30.1% | +1.4% | -31.6% | -30.6% |
| 3M | -17.6% | -12.1% | -5.5% | -13.0% |
| 6M | -54.4% | +28.6% | -83.0% | -60.0% |
| YTD | -55.7% | +51.1% | -106.8% | -66.2% |
| 1Y | -71.0% | +55.9% | -126.9% | -78.2% |
| All | -92.2% | +75.7% | -167.9% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling