+135.0%
XLI vs LCID
-97.1%
+232.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.1% |
| 7D | +3.8% | -10.2% | +13.9% | +4.3% |
| 30D | +1.0% | -10.2% | +11.2% | +1.4% |
| 3M | -8.9% | -54.1% | +45.2% | -5.5% |
| 6M | -2.3% | -53.8% | +51.5% | +0.5% |
| YTD | +9.7% | -72.0% | +81.7% | +15.4% |
| 1Y | +12.3% | -80.5% | +92.8% | +20.3% |
| 3Y | +71.5% | -92.6% | +164.0% | +87.6% |
| 5Y | +70.2% | -99.3% | +169.5% | +97.4% |
| All | +135.0% | -97.1% | +232.1% | +172.5% |
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