-92.4%
LCID vs SBAC
-10.4%
-82.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.9% | +12.3% | +10.9% |
| 7D | +8.9% | +1.2% | +7.7% | +8.6% |
| 30D | -15.4% | +11.2% | -26.6% | -17.9% |
| 3M | -52.9% | +4.5% | -57.3% | -53.5% |
| 6M | -46.8% | -12.2% | -34.7% | -45.1% |
| YTD | -68.9% | -0.1% | -68.7% | -69.6% |
| 1Y | -81.7% | -0.3% | -81.4% | -82.1% |
| 3Y | -92.4% | -8.7% | -83.7% | -92.3% |
| All | -92.4% | -10.4% | -82.0% | -92.3% |
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