+470.5%
XOM vs LCID
-95.9%
+566.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +4.1% | -9.8% | +13.9% | +4.3% |
| 30D | +4.6% | -35.5% | +40.1% | +5.6% |
| 3M | +14.0% | -18.4% | +32.3% | +13.9% |
| 6M | +11.0% | -60.5% | +71.5% | +13.2% |
| YTD | +40.7% | -60.1% | +100.8% | +43.3% |
| 1Y | +52.3% | -78.8% | +131.1% | +58.0% |
| 3Y | +60.5% | -92.8% | +153.2% | +69.4% |
| 5Y | +266.4% | -97.9% | +364.3% | +292.4% |
| All | +470.5% | -95.9% | +566.4% | +509.5% |
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