+35.0%
XEL vs LCID
-95.9%
+130.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -1.0% |
| 7D | -1.2% | -9.1% | +7.9% | -1.2% |
| 30D | -2.9% | -37.6% | +34.7% | -2.7% |
| 3M | -2.7% | -11.1% | +8.3% | -2.8% |
| 6M | -6.5% | -59.2% | +52.7% | -6.0% |
| YTD | +3.6% | -60.5% | +64.1% | +4.1% |
| 1Y | +7.5% | -78.5% | +86.0% | +8.6% |
| 3Y | +46.3% | -92.8% | +139.2% | +48.1% |
| 5Y | +30.5% | -97.9% | +128.4% | +32.5% |
| All | +35.0% | -95.9% | +130.9% | +39.8% |
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