+71.0%
XLP vs LCID
-97.1%
+168.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.2% | +10.6% | +1.5% |
| 7D | +2.5% | -10.2% | +12.7% | +2.7% |
| 30D | +7.3% | -10.2% | +17.5% | +7.4% |
| 3M | +8.1% | -54.1% | +62.2% | +9.1% |
| 6M | +10.5% | -53.8% | +64.2% | +11.3% |
| YTD | +21.2% | -72.0% | +93.2% | +22.8% |
| 1Y | +22.7% | -80.5% | +103.2% | +25.1% |
| 3Y | +44.8% | -92.6% | +137.4% | +48.4% |
| 5Y | +44.7% | -99.3% | +144.1% | +50.3% |
| All | +71.0% | -97.1% | +168.1% | +82.8% |
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