-95.3%
LCID vs SBAC
-32.9%
-62.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.2% |
| 7D | -6.6% | -0.8% | -5.8% | -6.3% |
| 30D | -30.1% | +6.9% | -37.1% | -32.4% |
| 3M | -17.6% | -8.2% | -9.4% | -14.9% |
| 6M | -54.4% | -1.6% | -52.8% | -55.4% |
| YTD | -55.7% | -0.1% | -55.6% | -57.3% |
| 1Y | -71.0% | -0.5% | -70.6% | -72.1% |
| 3Y | -92.6% | -9.1% | -83.6% | -92.7% |
| 5Y | -97.6% | -43.8% | -53.8% | -96.9% |
| All | -95.3% | -32.9% | -62.4% | -95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling