-97.9%
LCID vs PSLV
+148.4%
-246.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.1% |
| 7D | -9.1% | -4.9% | -4.3% | -8.3% |
| 30D | -37.6% | -1.9% | -35.7% | -37.4% |
| 3M | -11.1% | +4.2% | -15.3% | -12.2% |
| 6M | -59.2% | -27.6% | -31.6% | -56.8% |
| YTD | -60.5% | -11.7% | -48.8% | -61.8% |
| 1Y | -78.5% | +49.3% | -127.8% | -82.4% |
| 3Y | -92.8% | +167.1% | -260.0% | -95.1% |
| 5Y | -97.9% | +151.7% | -249.6% | -98.7% |
| All | -97.9% | +148.4% | -246.3% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling