+367.7%
XLE vs LCID
-96.5%
+464.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.2% |
| 7D | -7.9% | +20.0% | -27.9% | -8.5% |
| 30D | -4.8% | -5.0% | +0.2% | -4.8% |
| 3M | +8.4% | -48.9% | +57.2% | +10.4% |
| 6M | +12.7% | -43.2% | +55.9% | +13.7% |
| YTD | +41.3% | -65.9% | +107.2% | +45.1% |
| 1Y | +42.3% | -79.2% | +121.5% | +48.8% |
| 3Y | +65.1% | -90.4% | +155.5% | +74.3% |
| 5Y | +150.2% | -99.2% | +249.4% | +177.7% |
| All | +367.7% | -96.5% | +464.2% | +432.4% |
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