-14.1%
PCOR vs LCID
-98.4%
+84.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.6% | +11.6% | +2.3% |
| 7D | +23.7% | -6.9% | +30.6% | +25.4% |
| 30D | +39.0% | -28.4% | +67.4% | +47.6% |
| 3M | +35.8% | -55.5% | +91.3% | +57.0% |
| 6M | +38.2% | -52.3% | +90.6% | +53.3% |
| YTD | +3.9% | -71.8% | +75.7% | +25.4% |
| 1Y | +5.7% | -82.7% | +88.4% | +39.9% |
| 3Y | +44.8% | -93.5% | +138.3% | +111.5% |
| 5Y | -19.8% | -99.3% | +79.5% | +67.4% |
| All | -14.1% | -98.4% | +84.4% | +67.2% |
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