-46.2%
QXO vs LCID
-93.0%
+46.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | -8.7% | -9.1% | +0.4% | -7.6% |
| 30D | -21.0% | -37.6% | +16.6% | -16.5% |
| 3M | -18.4% | -11.1% | -7.3% | -18.9% |
| 6M | -43.0% | -59.2% | +16.2% | -38.2% |
| YTD | -36.3% | -60.5% | +24.2% | -30.9% |
| 1Y | -42.8% | -78.5% | +35.7% | -34.5% |
| All | -46.2% | -93.0% | +46.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling