+47.2%
XEL vs LCID
-97.1%
+144.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.2% | +9.4% | +0.2% |
| 7D | +2.4% | -10.2% | +12.6% | +2.5% |
| 30D | +8.3% | -10.2% | +18.5% | +8.3% |
| 3M | +4.2% | -54.1% | +58.3% | +4.6% |
| 6M | +3.7% | -53.8% | +57.5% | +4.0% |
| YTD | +13.1% | -72.0% | +85.1% | +13.8% |
| 1Y | +5.0% | -80.5% | +85.5% | +6.0% |
| 3Y | +55.0% | -92.6% | +147.5% | +56.9% |
| 5Y | +51.8% | -99.3% | +151.1% | +52.1% |
| All | +47.2% | -97.1% | +144.4% | +52.8% |
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