+73.1%
PEG vs LCID
-95.8%
+168.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.8% | +6.5% | -1.2% |
| 7D | -0.1% | -9.3% | +9.3% | +0.1% |
| 30D | -1.7% | -35.4% | +33.7% | -1.0% |
| 3M | -6.8% | -17.1% | +10.3% | -6.8% |
| 6M | -11.4% | -58.9% | +47.6% | -10.1% |
| YTD | -7.2% | -59.6% | +52.4% | -6.0% |
| 1Y | -6.1% | -78.0% | +71.9% | -3.7% |
| 3Y | +31.8% | -92.7% | +124.5% | +36.3% |
| 5Y | +35.6% | -97.8% | +133.5% | +41.2% |
| All | +73.1% | -95.8% | +168.9% | +80.2% |
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