+784.4%
PBR vs LCID
-95.9%
+880.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +5.4% | -9.8% | +15.2% | +5.7% |
| 30D | +22.9% | -35.5% | +58.3% | +24.4% |
| 3M | +19.6% | -18.4% | +38.0% | +19.7% |
| 6M | +16.5% | -60.5% | +77.0% | +19.1% |
| YTD | +86.7% | -60.1% | +146.7% | +90.5% |
| 1Y | +74.7% | -78.8% | +153.5% | +81.6% |
| 3Y | +102.6% | -92.8% | +195.3% | +113.4% |
| 5Y | +566.6% | -97.9% | +664.5% | +610.1% |
| All | +784.4% | -95.9% | +880.3% | +929.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling