+68.5%
XLP vs LCID
-96.3%
+164.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.6% | +0.1% |
| 7D | +2.3% | +24.8% | -22.5% | +2.0% |
| 30D | +9.1% | -0.5% | +9.6% | +9.0% |
| 3M | +7.9% | -43.0% | +50.8% | +8.6% |
| 6M | +9.6% | -40.5% | +50.1% | +10.0% |
| YTD | +19.4% | -64.3% | +83.8% | +20.7% |
| 1Y | +22.4% | -78.1% | +100.4% | +24.5% |
| 3Y | +43.2% | -90.1% | +133.3% | +46.2% |
| 5Y | +42.6% | -99.1% | +141.6% | +47.6% |
| All | +68.5% | -96.3% | +164.8% | +79.6% |
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 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