-92.6%
LCID vs SBAC
-6.5%
-86.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.5% | -10.7% | -9.6% |
| 7D | -10.2% | +0.6% | -10.8% | -10.3% |
| 30D | -10.2% | +5.5% | -15.7% | -11.5% |
| 3M | -54.1% | +3.1% | -57.2% | -54.5% |
| 6M | -53.8% | -7.0% | -46.7% | -53.1% |
| YTD | -72.0% | +0.5% | -72.5% | -72.7% |
| 1Y | -80.5% | +0.2% | -80.7% | -81.0% |
| 3Y | -92.6% | -7.4% | -85.2% | -92.1% |
| All | -92.6% | -6.5% | -86.0% | -92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling