+172.9%
PCAR vs LCID
-95.4%
+268.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | -0.5% | -6.6% | +6.1% | -0.2% |
| 30D | -6.2% | -30.1% | +23.9% | -4.8% |
| 3M | +5.9% | -17.6% | +23.5% | +6.2% |
| 6M | +0.4% | -54.4% | +54.8% | +3.0% |
| YTD | +14.8% | -55.7% | +70.5% | +17.7% |
| 1Y | +30.1% | -71.0% | +101.1% | +35.6% |
| 3Y | +66.7% | -92.6% | +159.3% | +79.5% |
| 5Y | +166.1% | -97.6% | +263.7% | +193.3% |
| All | +172.9% | -95.4% | +268.3% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling