-14.4%
PCOR vs LCID
-98.3%
+83.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -2.4% |
| 7D | +22.7% | +8.9% | +13.8% | +20.6% |
| 30D | +37.5% | -15.4% | +52.9% | +41.3% |
| 3M | +35.2% | -52.9% | +88.1% | +54.4% |
| 6M | +42.2% | -46.8% | +89.1% | +54.3% |
| YTD | +3.6% | -68.9% | +72.4% | +22.4% |
| 1Y | -4.8% | -81.7% | +76.9% | +24.5% |
| 3Y | +48.3% | -92.4% | +140.7% | +109.1% |
| 5Y | -20.1% | -99.2% | +79.1% | +63.4% |
| All | -14.4% | -98.3% | +83.9% | +63.2% |
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