+65.5%
XLF vs LCID
-97.7%
+163.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +0.2% | +1.8% | -1.6% | +0.1% |
| 30D | -0.5% | -34.2% | +33.7% | +1.9% |
| 3M | +10.6% | -9.1% | +19.8% | +10.0% |
| 6M | +14.3% | -52.6% | +66.9% | +18.2% |
| YTD | +5.5% | -56.2% | +61.7% | +9.4% |
| 1Y | +9.6% | -74.9% | +84.5% | +17.4% |
| 3Y | +75.2% | -92.1% | +167.2% | +96.0% |
| 5Y | +65.5% | -97.6% | +163.1% | +100.1% |
| All | +65.5% | -97.7% | +163.2% | +100.1% |
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