+66.8%
XLP vs LCID
-96.8%
+163.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.7% | -1.4% |
| 7D | +0.7% | +8.9% | -8.2% | +0.6% |
| 30D | +10.3% | -15.4% | +25.7% | +10.4% |
| 3M | +6.5% | -52.9% | +59.4% | +7.6% |
| 6M | +8.4% | -46.8% | +55.2% | +9.0% |
| YTD | +18.2% | -68.9% | +87.1% | +19.7% |
| 1Y | +22.4% | -81.7% | +104.1% | +24.9% |
| 3Y | +41.9% | -92.4% | +134.3% | +45.4% |
| 5Y | +40.9% | -99.2% | +140.1% | +46.1% |
| All | +66.8% | -96.8% | +163.6% | +78.1% |
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