-42.9%
XYZ vs LCID
-95.4%
+52.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.1% |
| 7D | -1.0% | -6.6% | +5.6% | +0.6% |
| 30D | -1.7% | -30.1% | +28.4% | +6.3% |
| 3M | +16.7% | -17.6% | +34.3% | +17.1% |
| 6M | +26.9% | -54.4% | +81.3% | +44.7% |
| YTD | +27.1% | -55.7% | +82.9% | +44.6% |
| 1Y | +9.3% | -71.0% | +80.3% | +35.9% |
| 3Y | +42.3% | -92.6% | +134.9% | +120.7% |
| 5Y | -69.3% | -97.6% | +28.3% | -37.1% |
| All | -42.9% | -95.4% | +52.5% | +47.5% |
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