+81.6%
XLF vs LCID
-92.2%
+173.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.2% |
| 7D | +2.7% | -10.2% | +12.8% | +3.1% |
| 30D | +7.6% | -10.2% | +17.8% | +7.9% |
| 3M | +1.1% | -54.1% | +55.2% | +4.1% |
| 6M | +15.9% | -53.8% | +69.6% | +18.5% |
| YTD | +8.4% | -72.0% | +80.5% | +13.3% |
| 1Y | +12.5% | -80.5% | +93.0% | +19.4% |
| 3Y | +81.6% | -92.6% | +174.1% | +100.6% |
| All | +81.6% | -92.2% | +173.7% | +100.6% |
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