+73.6%
XLC vs LCID
-92.2%
+165.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -0.8% | -6.6% | +5.7% | -0.5% |
| 30D | +1.0% | -30.1% | +31.2% | +2.8% |
| 3M | -0.7% | -17.6% | +16.9% | -0.6% |
| 6M | -5.1% | -54.4% | +49.3% | -2.4% |
| YTD | -4.3% | -55.7% | +51.4% | -1.6% |
| 1Y | -0.6% | -71.0% | +70.5% | +4.1% |
| All | +73.6% | -92.2% | +165.8% | +92.6% |
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