+391.1%
XME vs LCID
-95.8%
+486.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.1% | +0.1% |
| 7D | -0.2% | -9.3% | +9.1% | +0.6% |
| 30D | +1.4% | -35.4% | +36.8% | +5.4% |
| 3M | +2.7% | -17.1% | +19.8% | +2.6% |
| 6M | +6.5% | -58.9% | +65.5% | +13.3% |
| YTD | +15.2% | -59.6% | +74.8% | +22.4% |
| 1Y | +43.5% | -78.0% | +121.5% | +60.5% |
| 3Y | +135.9% | -92.7% | +228.6% | +176.5% |
| 5Y | +181.5% | -97.8% | +279.3% | +248.4% |
| All | +391.1% | -95.8% | +486.9% | +546.0% |
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