-96.7%
LCID vs SBAC
-33.9%
-62.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.8% | -9.5% | -10.4% |
| 7D | +9.2% | -3.4% | +12.6% | +11.0% |
| 30D | -3.0% | +2.6% | -5.6% | -4.0% |
| 3M | -50.2% | +2.6% | -52.8% | -50.9% |
| 6M | -45.8% | -11.5% | -34.3% | -43.2% |
| YTD | -69.2% | -1.6% | -67.6% | -70.1% |
| 1Y | -80.4% | -5.1% | -75.3% | -80.5% |
| 3Y | -91.4% | -9.3% | -82.1% | -91.6% |
| 5Y | -99.3% | -41.0% | -58.3% | -99.0% |
| All | -96.7% | -33.9% | -62.8% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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