+137.4%
PCAR vs LCID
-96.4%
+233.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.5% |
| 7D | +2.2% | +8.9% | -6.7% | +1.7% |
| 30D | +0.3% | +6.8% | -6.5% | -0.1% |
| 3M | -17.9% | -45.2% | +27.3% | -15.9% |
| 6M | -3.4% | -39.1% | +35.7% | -2.2% |
| YTD | -0.1% | -65.3% | +65.2% | +3.3% |
| 1Y | +13.4% | -78.4% | +91.8% | +19.6% |
| 3Y | +37.2% | -90.3% | +127.5% | +46.3% |
| 5Y | +117.3% | -99.2% | +216.5% | +143.2% |
| All | +137.4% | -96.4% | +233.8% | +165.0% |
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