+72.6%
XYZ vs LCID
-93.0%
+165.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | -0.1% |
| 7D | +12.1% | +8.9% | +3.2% | +10.5% |
| 30D | +12.4% | -15.4% | +27.8% | +15.0% |
| 3M | +8.2% | -52.9% | +61.0% | +21.2% |
| 6M | +20.7% | -46.8% | +67.5% | +29.3% |
| YTD | +31.3% | -68.9% | +100.2% | +51.9% |
| 1Y | +20.5% | -81.7% | +102.2% | +52.3% |
| 3Y | +72.6% | -92.4% | +165.0% | +140.2% |
| All | +72.6% | -93.0% | +165.6% | +140.2% |
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