+101.3%
XRT vs LCID
-96.5%
+197.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +2.7% |
| 7D | +2.5% | +20.0% | -17.5% | +0.4% |
| 30D | +10.3% | -5.0% | +15.3% | +10.5% |
| 3M | +2.4% | -48.9% | +51.2% | +8.9% |
| 6M | +10.0% | -43.2% | +53.2% | +13.8% |
| YTD | +9.5% | -65.9% | +75.5% | +18.5% |
| 1Y | +17.2% | -79.2% | +96.3% | +33.2% |
| 3Y | +62.0% | -90.4% | +152.4% | +89.3% |
| 5Y | -2.1% | -99.2% | +97.1% | +31.9% |
| All | +101.3% | -96.5% | +197.8% | +173.1% |
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