+18.6%
XYL vs LCID
-92.3%
+110.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.0% | +3.0% |
| 7D | +1.8% | +1.8% | 0.0% | +1.7% |
| 30D | -9.2% | -34.2% | +25.0% | -6.5% |
| 3M | -0.3% | -9.1% | +8.9% | -0.8% |
| 6M | -11.0% | -52.6% | +41.6% | -7.1% |
| YTD | -19.2% | -56.2% | +37.0% | -15.5% |
| 1Y | -21.2% | -74.9% | +53.7% | -14.3% |
| 3Y | +18.6% | -92.1% | +110.7% | +40.9% |
| All | +18.6% | -92.3% | +110.9% | +40.9% |
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