+91.2%
XHB vs LCID
-95.9%
+187.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -5.2% | -9.1% | +3.9% | -4.4% |
| 30D | -12.1% | -37.6% | +25.5% | -8.3% |
| 3M | -6.2% | -11.1% | +4.8% | -6.8% |
| 6M | -6.7% | -59.2% | +52.5% | -0.5% |
| YTD | -5.5% | -60.5% | +55.0% | +0.7% |
| 1Y | -15.6% | -78.5% | +62.9% | -5.1% |
| 3Y | +22.0% | -92.8% | +114.8% | +44.9% |
| 5Y | +31.8% | -97.9% | +129.7% | +68.0% |
| All | +91.2% | -95.9% | +187.1% | +127.2% |
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