+468.0%
OXY vs LCID
-95.9%
+563.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +2.8% | -9.8% | +12.7% | +3.4% |
| 30D | +5.5% | -35.5% | +40.9% | +7.9% |
| 3M | +11.3% | -18.4% | +29.7% | +11.1% |
| 6M | +11.6% | -60.5% | +72.1% | +16.4% |
| YTD | +51.6% | -60.1% | +111.6% | +57.5% |
| 1Y | +36.2% | -78.8% | +115.0% | +47.2% |
| 3Y | +1.7% | -92.8% | +94.5% | +14.0% |
| 5Y | +164.5% | -97.9% | +262.4% | +207.9% |
| All | +468.0% | -95.9% | +563.9% | +579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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