+162.6%
PM vs LCID
-99.3%
+261.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.2% | +10.4% | +1.2% |
| 7D | +0.5% | -10.2% | +10.7% | +0.6% |
| 30D | -3.2% | -10.2% | +7.0% | -3.2% |
| 3M | +6.2% | -54.1% | +60.3% | +6.6% |
| 6M | +7.7% | -53.8% | +61.4% | +7.9% |
| YTD | +27.3% | -72.0% | +99.3% | +27.8% |
| 1Y | +32.8% | -80.5% | +113.3% | +33.6% |
| 3Y | +150.0% | -92.6% | +242.6% | +151.3% |
| All | +162.6% | -99.3% | +261.9% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling