-95.3%
LCID vs PSLV
+124.8%
-220.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.9% |
| 7D | +1.8% | +2.7% | -0.9% | +1.3% |
| 30D | -34.2% | +3.5% | -37.7% | -34.6% |
| 3M | -9.1% | +0.3% | -9.4% | -9.4% |
| 6M | -52.6% | -21.0% | -31.6% | -50.9% |
| YTD | -56.2% | -8.9% | -47.3% | -57.3% |
| 1Y | -74.9% | +54.0% | -128.9% | -78.5% |
| 3Y | -92.1% | +175.4% | -267.5% | -94.1% |
| 5Y | -97.6% | +157.7% | -255.2% | -98.2% |
| All | -95.3% | +124.8% | -220.2% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling