+286.5%
XME vs LCID
-97.1%
+383.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.2% | +7.6% | -0.7% |
| 7D | +0.3% | -10.2% | +10.5% | +1.2% |
| 30D | -6.1% | -10.2% | +4.1% | -5.6% |
| 3M | -18.6% | -54.1% | +35.5% | -13.1% |
| 6M | -23.9% | -53.8% | +29.9% | -20.1% |
| YTD | -9.3% | -72.0% | +62.7% | -0.8% |
| 1Y | +1.8% | -80.5% | +82.3% | +14.9% |
| 3Y | +93.0% | -92.6% | +185.6% | +126.8% |
| 5Y | +107.0% | -99.3% | +206.3% | +168.0% |
| All | +286.5% | -97.1% | +383.6% | +423.6% |
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 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