+157.0%
XLF vs LCID
-95.8%
+252.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.4% | 0.0% |
| 7D | -1.0% | -9.3% | +8.3% | -0.6% |
| 30D | -1.3% | -35.4% | +34.1% | +0.8% |
| 3M | +9.1% | -17.1% | +26.2% | +9.2% |
| 6M | +14.4% | -58.9% | +73.3% | +18.4% |
| YTD | +5.1% | -59.6% | +64.7% | +8.6% |
| 1Y | +8.6% | -78.0% | +86.6% | +15.6% |
| 3Y | +74.4% | -92.7% | +167.1% | +91.0% |
| 5Y | +64.4% | -97.8% | +162.2% | +87.2% |
| All | +157.0% | -95.8% | +252.9% | +198.8% |
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