+365.3%
XLE vs LCID
-96.8%
+462.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.3% |
| 7D | -12.0% | +8.9% | -20.9% | -12.3% |
| 30D | -2.7% | -15.4% | +12.7% | -2.4% |
| 3M | +6.6% | -52.9% | +59.4% | +8.9% |
| 6M | +9.5% | -46.8% | +56.4% | +10.8% |
| YTD | +40.6% | -68.9% | +109.4% | +44.7% |
| 1Y | +43.6% | -81.7% | +125.3% | +50.8% |
| 3Y | +58.1% | -92.4% | +150.5% | +68.2% |
| 5Y | +152.2% | -99.2% | +251.4% | +180.4% |
| All | +365.3% | -96.8% | +462.1% | +431.1% |
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 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