+30.7%
PEP vs LCID
-96.5%
+127.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.4% | -9.0% | +0.3% |
| 7D | +1.0% | +20.0% | -19.0% | +0.8% |
| 30D | +12.6% | -5.0% | +17.6% | +12.6% |
| 3M | +3.1% | -48.9% | +52.0% | +3.9% |
| 6M | -6.3% | -43.2% | +36.9% | -5.9% |
| YTD | +1.9% | -65.9% | +67.8% | +2.9% |
| 1Y | +3.3% | -79.2% | +82.4% | +5.0% |
| 3Y | -4.8% | -90.4% | +85.6% | -3.0% |
| 5Y | +2.0% | -99.2% | +101.2% | +4.8% |
| All | +30.7% | -96.5% | +127.2% | +41.6% |
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