+64.0%
XLE vs LCID
-90.0%
+154.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.4% |
| 7D | -6.7% | +24.8% | -31.5% | -7.1% |
| 30D | -4.4% | -0.5% | -3.9% | -4.4% |
| 3M | +4.0% | -43.0% | +47.0% | +5.3% |
| 6M | +13.2% | -40.5% | +53.7% | +14.0% |
| YTD | +41.9% | -64.3% | +106.2% | +45.7% |
| 1Y | +41.6% | -78.1% | +119.7% | +48.2% |
| 3Y | +64.0% | -90.1% | +154.1% | +78.4% |
| All | +64.0% | -90.0% | +154.0% | +78.4% |
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 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