+79.4%
XLB vs LCID
-95.4%
+174.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.4% |
| 7D | -1.4% | -6.6% | +5.2% | -1.0% |
| 30D | -0.4% | -30.1% | +29.8% | +1.5% |
| 3M | +2.0% | -17.6% | +19.6% | +2.1% |
| 6M | +1.8% | -54.4% | +56.3% | +5.2% |
| YTD | +16.6% | -55.7% | +72.3% | +20.3% |
| 1Y | +16.9% | -71.0% | +88.0% | +23.3% |
| 3Y | +32.6% | -92.6% | +125.2% | +46.2% |
| 5Y | +35.6% | -97.6% | +133.3% | +54.8% |
| All | +79.4% | -95.4% | +174.9% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling