+53.4%
XOM vs LCID
-92.3%
+145.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -2.4% | +1.8% | -4.1% | -2.4% |
| 30D | +5.7% | -34.2% | +39.9% | +6.2% |
| 3M | +6.6% | -9.1% | +15.7% | +6.2% |
| 6M | +7.7% | -52.6% | +60.3% | +9.2% |
| YTD | +36.2% | -56.2% | +92.4% | +38.2% |
| 1Y | +50.5% | -74.9% | +125.4% | +55.0% |
| 3Y | +53.4% | -92.1% | +145.4% | +66.4% |
| All | +53.4% | -92.3% | +145.6% | +66.4% |
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