+149.9%
XLE vs LCID
-99.2%
+249.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.4% |
| 7D | -12.0% | +8.9% | -20.9% | -12.3% |
| 30D | -2.7% | -15.4% | +12.7% | -2.3% |
| 3M | +6.6% | -52.9% | +59.4% | +9.3% |
| 6M | +9.5% | -46.8% | +56.4% | +11.0% |
| YTD | +40.6% | -68.9% | +109.4% | +45.7% |
| 1Y | +43.6% | -81.7% | +125.3% | +52.6% |
| 3Y | +58.1% | -92.4% | +150.5% | +71.1% |
| All | +149.9% | -99.2% | +249.2% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling