-96.4%
LCID vs SBAC
-32.6%
-63.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.2% |
| 7D | +20.0% | +3.0% | +17.0% | +18.6% |
| 30D | -5.0% | +4.3% | -9.3% | -6.9% |
| 3M | -48.9% | +4.1% | -53.0% | -50.0% |
| 6M | -43.2% | -11.6% | -31.6% | -40.5% |
| YTD | -65.9% | +0.4% | -66.3% | -67.3% |
| 1Y | -79.2% | -1.1% | -78.1% | -79.8% |
| 3Y | -90.4% | -7.3% | -83.2% | -90.7% |
| 5Y | -99.2% | -40.8% | -58.4% | -99.0% |
| All | -96.4% | -32.6% | -63.8% | -96.2% |
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