-95.7%
LCID vs PSLV
+118.7%
-214.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -9.8% | -3.5% | -6.4% | -9.3% |
| 30D | -35.5% | -2.1% | -33.3% | -35.3% |
| 3M | -18.4% | -1.6% | -16.7% | -18.4% |
| 6M | -60.5% | -25.5% | -35.0% | -58.7% |
| YTD | -60.1% | -11.4% | -48.7% | -61.0% |
| 1Y | -78.8% | +48.6% | -127.4% | -81.7% |
| 3Y | -92.8% | +166.9% | -259.7% | -94.6% |
| 5Y | -97.9% | +152.4% | -250.3% | -98.4% |
| All | -95.7% | +118.7% | -214.4% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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