-95.8%
LCID vs XPO
+485.7%
-581.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -9.1% | -1.3% | -7.8% | -8.6% |
| 30D | -37.6% | -10.4% | -27.3% | -34.7% |
| 3M | -11.1% | -15.7% | +4.6% | -5.1% |
| 6M | -59.2% | -6.3% | -52.8% | -58.6% |
| YTD | -60.5% | +34.2% | -94.6% | -65.8% |
| 1Y | -78.5% | +39.9% | -118.4% | -81.9% |
| 3Y | -92.8% | +155.2% | -248.1% | -95.9% |
| 5Y | -97.9% | +264.7% | -362.6% | -99.1% |
| All | -95.8% | +485.7% | -581.5% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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