+73.8%
XLV vs LCID
-95.8%
+169.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.4% | -0.1% |
| 7D | -3.7% | -9.3% | +5.7% | -3.4% |
| 30D | -1.1% | -35.4% | +34.3% | +0.1% |
| 3M | +8.2% | -17.1% | +25.3% | +8.3% |
| 6M | +8.9% | -58.9% | +67.9% | +11.1% |
| YTD | +8.5% | -59.6% | +68.1% | +10.5% |
| 1Y | +22.3% | -78.0% | +100.3% | +26.5% |
| 3Y | +32.6% | -92.7% | +125.3% | +39.2% |
| 5Y | +34.4% | -97.8% | +132.2% | +44.0% |
| All | +73.8% | -95.8% | +169.7% | +88.2% |
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