+33.6%
XLY vs LCID
-92.9%
+126.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.7% | -9.8% | +8.1% | -0.8% |
| 30D | -4.2% | -35.5% | +31.3% | -0.5% |
| 3M | -2.7% | -18.4% | +15.7% | -2.5% |
| 6M | -0.6% | -60.5% | +59.8% | +6.2% |
| YTD | -5.0% | -60.1% | +55.1% | +0.9% |
| 1Y | -4.1% | -78.8% | +74.7% | +7.9% |
| 3Y | +33.6% | -92.8% | +126.4% | +63.7% |
| All | +33.6% | -92.9% | +126.5% | +63.7% |
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