-41.1%
XYZ vs LCID
-96.8%
+55.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | -0.7% |
| 7D | +12.1% | +8.9% | +3.2% | +9.9% |
| 30D | +12.4% | -15.4% | +27.8% | +16.2% |
| 3M | +8.2% | -52.9% | +61.0% | +27.3% |
| 6M | +20.7% | -46.8% | +67.5% | +32.8% |
| YTD | +31.3% | -68.9% | +100.2% | +60.7% |
| 1Y | +20.5% | -81.7% | +102.2% | +66.9% |
| 3Y | +72.6% | -92.4% | +165.0% | +160.2% |
| 5Y | -64.0% | -99.2% | +35.2% | -13.8% |
| All | -41.1% | -96.8% | +55.7% | +63.9% |
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 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