+75.9%
XLB vs LCID
-95.8%
+171.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.8% | +6.7% | -0.6% |
| 7D | -2.9% | -9.3% | +6.4% | -2.4% |
| 30D | -3.4% | -35.4% | +32.0% | -1.1% |
| 3M | +1.6% | -17.1% | +18.7% | +1.6% |
| 6M | +3.6% | -58.9% | +62.6% | +7.7% |
| YTD | +14.2% | -59.6% | +73.9% | +18.5% |
| 1Y | +15.6% | -78.0% | +93.6% | +23.8% |
| 3Y | +33.1% | -92.7% | +125.8% | +46.9% |
| 5Y | +35.0% | -97.8% | +132.9% | +55.0% |
| All | +75.9% | -95.8% | +171.7% | +102.0% |
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