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  • PR vs LCID✓SelectedUSD · LCIDPR vs LCID performance historyLatest closeAs of-1.60%09/04
Stock and ETF performance explorer

PR vs LCID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.3%
LCID return
-92.6%
Excess return
+171.9%
Maximum drawdown
-39.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioLCIDExcessAlpha
1D-1.6%+1.7%-3.3%-1.7%
7D+2.9%-6.6%+9.5%+3.3%
30D+18.0%-30.1%+48.2%+20.3%
3M+16.9%-17.6%+34.5%+16.6%
6M+28.2%-54.4%+82.6%+33.7%
YTD+69.3%-55.7%+125.1%+76.4%
1Y+69.5%-71.0%+140.5%+81.7%
All+79.3%-92.6%+171.9%+107.4%

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