+49.2%
XEL vs LCID
-92.3%
+141.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +1.3% | +1.8% | -0.5% | +1.3% |
| 30D | -1.5% | -34.2% | +32.7% | -1.1% |
| 3M | -0.2% | -9.1% | +8.9% | -0.5% |
| 6M | -5.4% | -52.6% | +47.2% | -4.5% |
| YTD | +5.6% | -56.2% | +61.8% | +6.8% |
| 1Y | +10.5% | -74.9% | +85.3% | +12.9% |
| 3Y | +49.2% | -92.1% | +141.3% | +55.8% |
| All | +49.2% | -92.3% | +141.5% | +55.8% |
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 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