+143.9%
PM vs LCID
-93.0%
+236.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.2% | -1.8% |
| 7D | -5.2% | +8.9% | -14.2% | -5.2% |
| 30D | +2.7% | -15.4% | +18.1% | +2.7% |
| 3M | +5.2% | -52.9% | +58.1% | +5.3% |
| 6M | +17.0% | -46.8% | +63.9% | +16.9% |
| YTD | +25.5% | -68.9% | +94.4% | +25.2% |
| 1Y | +35.5% | -81.7% | +117.2% | +35.1% |
| 3Y | +143.9% | -92.4% | +236.3% | +143.5% |
| All | +143.9% | -93.0% | +236.9% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling