+79.5%
XLB vs LCID
-97.1%
+176.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | +0.3% |
| 7D | +0.5% | -10.2% | +10.7% | +1.1% |
| 30D | +5.2% | -10.2% | +15.3% | +5.5% |
| 3M | +0.3% | -54.1% | +54.4% | +4.3% |
| 6M | +1.2% | -53.8% | +54.9% | +4.2% |
| YTD | +16.6% | -72.0% | +88.7% | +23.1% |
| 1Y | +21.4% | -80.5% | +102.0% | +30.7% |
| 3Y | +43.2% | -92.6% | +135.8% | +57.8% |
| 5Y | +28.0% | -99.3% | +127.4% | +51.1% |
| All | +79.5% | -97.1% | +176.7% | +109.8% |
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