+102.5%
XHB vs LCID
-97.1%
+199.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.2% | +10.0% | +1.6% |
| 7D | -0.2% | -10.2% | +10.0% | +0.7% |
| 30D | +9.9% | -10.2% | +20.1% | +10.6% |
| 3M | -6.3% | -54.1% | +47.8% | +0.2% |
| 6M | +3.8% | -53.8% | +57.6% | +9.2% |
| YTD | +0.1% | -72.0% | +72.2% | +9.7% |
| 1Y | -0.8% | -80.5% | +79.7% | +12.3% |
| 3Y | +35.6% | -92.6% | +128.2% | +60.4% |
| 5Y | +29.6% | -99.3% | +128.9% | +72.9% |
| All | +102.5% | -97.1% | +199.7% | +147.4% |
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