+369.8%
XLE vs LCID
-96.3%
+466.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.3% |
| 7D | -6.7% | +24.8% | -31.5% | -7.4% |
| 30D | -4.4% | -0.5% | -3.9% | -4.5% |
| 3M | +4.0% | -43.0% | +47.0% | +5.6% |
| 6M | +13.2% | -40.5% | +53.7% | +14.1% |
| YTD | +41.9% | -64.3% | +106.2% | +45.5% |
| 1Y | +41.6% | -78.1% | +119.7% | +47.9% |
| 3Y | +64.0% | -90.1% | +154.1% | +72.9% |
| 5Y | +158.1% | -99.1% | +257.2% | +185.7% |
| All | +369.8% | -96.3% | +466.1% | +433.9% |
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