+212.1%
PM vs LCID
-95.4%
+307.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.0% |
| 7D | -4.9% | -6.6% | +1.7% | -4.9% |
| 30D | -3.4% | -30.1% | +26.8% | -3.3% |
| 3M | +5.2% | -17.6% | +22.8% | +5.2% |
| 6M | +3.7% | -54.4% | +58.1% | +3.8% |
| YTD | +15.8% | -55.7% | +71.5% | +15.8% |
| 1Y | +17.4% | -71.0% | +88.4% | +17.5% |
| 3Y | +116.9% | -92.6% | +209.6% | +117.1% |
| 5Y | +117.3% | -97.6% | +214.9% | +117.4% |
| All | +212.1% | -95.4% | +307.6% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling