+136.8%
XLI vs LCID
-95.9%
+232.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -2.3% | -9.1% | +6.8% | -1.8% |
| 30D | -8.2% | -37.6% | +29.5% | -5.9% |
| 3M | +0.8% | -11.1% | +11.8% | +0.4% |
| 6M | +0.8% | -59.2% | +60.0% | +4.6% |
| YTD | +10.5% | -60.5% | +71.0% | +14.5% |
| 1Y | +14.1% | -78.5% | +92.6% | +21.8% |
| 3Y | +68.6% | -92.8% | +161.4% | +84.8% |
| 5Y | +80.4% | -97.9% | +178.3% | +105.0% |
| All | +136.8% | -95.9% | +232.7% | +170.5% |
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