-92.4%
LCID vs BWA
+51.7%
-144.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.7% | +9.0% |
| 7D | +8.9% | -5.5% | +14.4% | +12.2% |
| 30D | -15.4% | -21.7% | +6.3% | -4.3% |
| 3M | -52.9% | -25.6% | -27.2% | -45.4% |
| 6M | -46.8% | -17.4% | -29.4% | -42.6% |
| YTD | -68.9% | +9.2% | -78.1% | -73.5% |
| 1Y | -81.7% | +9.7% | -91.4% | -84.4% |
| 3Y | -92.4% | +54.6% | -147.0% | -95.2% |
| All | -92.4% | +51.7% | -144.1% | -95.2% |
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