+80.7%
PBF vs LCID
-90.9%
+171.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.4% | -6.0% | +3.1% |
| 7D | -7.4% | +20.0% | -27.4% | -7.9% |
| 30D | -17.5% | -5.0% | -12.5% | -17.4% |
| 3M | +13.1% | -48.9% | +62.0% | +15.7% |
| 6M | +72.6% | -43.2% | +115.9% | +75.7% |
| YTD | +161.2% | -65.9% | +227.1% | +171.7% |
| 1Y | +93.3% | -79.2% | +172.5% | +105.0% |
| 3Y | +80.7% | -90.4% | +171.1% | +103.1% |
| All | +80.7% | -90.9% | +171.6% | +103.1% |
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