+133.5%
XME vs LCID
-92.2%
+225.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -0.1% | -6.6% | +6.5% | +0.7% |
| 30D | +6.0% | -30.1% | +36.1% | +10.2% |
| 3M | -7.7% | -17.6% | +9.9% | -7.8% |
| 6M | +1.0% | -54.4% | +55.4% | +8.4% |
| YTD | +14.6% | -55.7% | +70.4% | +23.1% |
| 1Y | +46.0% | -71.0% | +117.0% | +64.4% |
| All | +133.5% | -92.2% | +225.8% | +201.2% |
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 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