+3,248.6%
PR vs LCID
-97.1%
+3,345.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.6% | +6.7% | -3.8% |
| 7D | -16.5% | -6.9% | -9.7% | -16.1% |
| 30D | -4.5% | -28.4% | +23.8% | -1.9% |
| 3M | +8.5% | -55.5% | +64.1% | +16.6% |
| 6M | -3.3% | -52.3% | +49.0% | +1.0% |
| YTD | +55.7% | -71.8% | +127.5% | +71.0% |
| 1Y | +82.0% | -82.7% | +164.8% | +110.6% |
| 3Y | +62.5% | -93.5% | +156.0% | +98.0% |
| 5Y | +223.9% | -99.3% | +323.2% | +382.8% |
| All | +3,248.6% | -97.1% | +3,345.7% | +4,124.0% |
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