+61.7%
PBR vs LCID
-90.3%
+152.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.4% |
| 7D | -9.1% | +8.9% | -18.0% | -9.4% |
| 30D | -29.9% | +6.8% | -36.7% | -30.1% |
| 3M | +2.3% | -45.2% | +47.5% | +4.4% |
| 6M | -10.9% | -39.1% | +28.2% | -10.1% |
| YTD | +56.9% | -65.3% | +122.2% | +62.4% |
| 1Y | +38.0% | -78.4% | +116.4% | +45.9% |
| All | +61.7% | -90.3% | +152.0% | +76.5% |
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