+3.7%
QXO vs LCID
-95.8%
+99.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -2.9% |
| 7D | -3.9% | -9.3% | +5.5% | -2.5% |
| 30D | -17.4% | -35.4% | +18.0% | -12.0% |
| 3M | -22.5% | -17.1% | -5.4% | -22.2% |
| 6M | -41.4% | -58.9% | +17.5% | -35.2% |
| YTD | -34.1% | -59.6% | +25.5% | -27.4% |
| 1Y | -40.8% | -78.0% | +37.1% | -29.3% |
| 3Y | -43.9% | -92.7% | +48.8% | -27.7% |
| 5Y | -69.6% | -97.8% | +28.3% | -56.3% |
| All | +3.7% | -95.8% | +99.5% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling