+251.7%
XLK vs LCID
-95.9%
+347.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | +0.2% | -9.8% | +10.0% | +1.0% |
| 30D | -0.6% | -35.5% | +34.8% | +2.9% |
| 3M | +2.6% | -18.4% | +20.9% | +2.8% |
| 6M | +34.0% | -60.5% | +94.5% | +42.3% |
| YTD | +30.7% | -60.1% | +90.7% | +38.1% |
| 1Y | +39.2% | -78.8% | +118.0% | +54.5% |
| 3Y | +120.4% | -92.8% | +213.2% | +155.8% |
| 5Y | +148.8% | -97.9% | +246.7% | +211.7% |
| All | +251.7% | -95.9% | +347.5% | +354.4% |
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