+32.7%
XYL vs LCID
-95.4%
+128.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -2.2% |
| 7D | -5.0% | -6.6% | +1.5% | -4.6% |
| 30D | -13.2% | -30.1% | +16.9% | -11.2% |
| 3M | -3.7% | -17.6% | +13.9% | -3.5% |
| 6M | -17.7% | -54.4% | +36.7% | -14.4% |
| YTD | -21.5% | -55.7% | +34.2% | -18.5% |
| 1Y | -24.5% | -71.0% | +46.5% | -19.6% |
| 3Y | +6.9% | -92.6% | +99.6% | +20.1% |
| 5Y | -18.1% | -97.6% | +79.5% | -2.7% |
| All | +32.7% | -95.4% | +128.2% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling