+486.3%
XOM vs LCID
-97.1%
+583.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +0.7% |
| 7D | +2.8% | -10.2% | +13.0% | +3.0% |
| 30D | -3.6% | -10.2% | +6.6% | -3.5% |
| 3M | +8.2% | -54.1% | +62.4% | +9.9% |
| 6M | +14.0% | -53.8% | +67.8% | +15.3% |
| YTD | +44.6% | -72.0% | +116.6% | +48.1% |
| 1Y | +47.8% | -80.5% | +128.3% | +53.0% |
| 3Y | +79.6% | -92.6% | +172.1% | +88.4% |
| 5Y | +214.3% | -99.3% | +313.6% | +245.2% |
| All | +486.3% | -97.1% | +583.4% | +530.1% |
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