+40.4%
XLB vs LCID
-93.0%
+133.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -1.4% |
| 7D | -1.5% | +8.9% | -10.4% | -2.1% |
| 30D | +6.1% | -15.4% | +21.5% | +6.9% |
| 3M | 0.0% | -52.9% | +52.9% | +4.2% |
| 6M | 0.0% | -46.8% | +46.8% | +2.3% |
| YTD | +16.0% | -68.9% | +84.9% | +22.5% |
| 1Y | +24.7% | -81.7% | +106.4% | +36.0% |
| 3Y | +40.4% | -92.4% | +132.7% | +59.0% |
| All | +40.4% | -93.0% | +133.4% | +59.0% |
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 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