+30.8%
XLV vs LCID
-92.9%
+123.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | -3.6% | -9.8% | +6.3% | -3.2% |
| 30D | -1.8% | -35.5% | +33.6% | -0.4% |
| 3M | +7.8% | -18.4% | +26.2% | +7.8% |
| 6M | +9.1% | -60.5% | +69.6% | +11.8% |
| YTD | +7.7% | -60.1% | +67.8% | +10.1% |
| 1Y | +20.4% | -78.8% | +99.2% | +25.3% |
| 3Y | +30.8% | -92.8% | +123.5% | +38.6% |
| All | +30.8% | -92.9% | +123.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling