+6.4%
XYL vs LCID
-90.9%
+97.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -8.0% | +0.8% |
| 7D | +2.1% | +20.0% | -17.9% | +0.6% |
| 30D | -3.4% | -5.0% | +1.7% | -3.3% |
| 3M | -17.2% | -48.9% | +31.7% | -13.6% |
| 6M | -12.0% | -43.2% | +31.2% | -9.9% |
| YTD | -26.3% | -65.9% | +39.6% | -21.9% |
| 1Y | -33.5% | -79.2% | +45.7% | -27.0% |
| 3Y | +6.4% | -90.4% | +96.8% | +21.9% |
| All | +6.4% | -90.9% | +97.3% | +21.9% |
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