-41.0%
XYZ vs LCID
-96.3%
+55.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -4.5% |
| 7D | +12.6% | +24.8% | -12.2% | +6.8% |
| 30D | +10.8% | -0.5% | +11.3% | +10.2% |
| 3M | +8.4% | -43.0% | +51.3% | +21.9% |
| 6M | +14.3% | -40.5% | +54.9% | +22.4% |
| YTD | +31.5% | -64.3% | +95.8% | +55.7% |
| 1Y | +28.1% | -78.1% | +106.2% | +69.8% |
| 3Y | +66.2% | -90.1% | +156.3% | +134.4% |
| 5Y | -62.3% | -99.1% | +36.7% | -12.9% |
| All | -41.0% | -96.3% | +55.3% | +58.8% |
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