+33.5%
PCAR vs LCID
-90.0%
+123.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.4% |
| 7D | +3.5% | +24.8% | -21.4% | +2.1% |
| 30D | -2.3% | -0.5% | -1.8% | -2.5% |
| 3M | -19.3% | -43.0% | +23.6% | -17.1% |
| 6M | -7.1% | -40.5% | +33.4% | -5.5% |
| YTD | -2.8% | -64.3% | +61.5% | +1.2% |
| 1Y | +9.3% | -78.1% | +87.3% | +16.5% |
| 3Y | +33.5% | -90.1% | +123.6% | +48.0% |
| All | +33.5% | -90.0% | +123.5% | +48.0% |
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 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