+55.6%
XLP vs LCID
-95.4%
+151.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -1.0% | -6.6% | +5.6% | -0.9% |
| 30D | -0.9% | -30.1% | +29.3% | -0.4% |
| 3M | +3.8% | -17.6% | +21.4% | +3.8% |
| 6M | -1.7% | -54.4% | +52.7% | -0.9% |
| YTD | +10.3% | -55.7% | +66.0% | +11.2% |
| 1Y | +7.8% | -71.0% | +78.8% | +9.3% |
| 3Y | +27.2% | -92.6% | +119.8% | +30.5% |
| 5Y | +32.5% | -97.6% | +130.1% | +37.3% |
| All | +55.6% | -95.4% | +151.0% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling