+0.4%
QXO vs LCID
-95.9%
+96.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -7.8% | -9.8% | +2.0% | -6.4% |
| 30D | -18.1% | -35.5% | +17.4% | -12.8% |
| 3M | -25.8% | -18.4% | -7.4% | -25.3% |
| 6M | -41.7% | -60.5% | +18.8% | -35.2% |
| YTD | -36.2% | -60.1% | +23.9% | -29.6% |
| 1Y | -42.1% | -78.8% | +36.7% | -30.5% |
| 3Y | -46.2% | -92.8% | +46.6% | -30.5% |
| 5Y | -70.7% | -97.9% | +27.2% | -57.8% |
| All | +0.4% | -95.9% | +96.3% | +54.1% |
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