-13.3%
PCOR vs LCID
-98.0%
+84.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -1.2% |
| 7D | +20.7% | +24.8% | -4.1% | +15.4% |
| 30D | +35.7% | -0.5% | +36.2% | +35.0% |
| 3M | +31.1% | -43.0% | +74.0% | +44.2% |
| 6M | +43.1% | -40.5% | +83.7% | +51.8% |
| YTD | +4.8% | -64.3% | +69.2% | +20.6% |
| 1Y | -3.7% | -78.1% | +74.4% | +21.4% |
| 3Y | +46.5% | -90.1% | +136.6% | +95.3% |
| 5Y | -17.3% | -99.1% | +81.8% | +64.3% |
| All | -13.3% | -98.0% | +84.7% | +60.8% |
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