+70.0%
PSA vs LCID
-95.8%
+165.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -2.1% |
| 7D | -2.2% | -9.3% | +7.1% | -1.9% |
| 30D | -9.6% | -35.4% | +25.8% | -8.3% |
| 3M | -7.9% | -17.1% | +9.2% | -7.9% |
| 6M | -2.0% | -58.9% | +56.9% | +0.4% |
| YTD | +15.7% | -59.6% | +75.3% | +18.4% |
| 1Y | +5.8% | -78.0% | +83.7% | +10.4% |
| 3Y | +21.6% | -92.7% | +114.3% | +28.7% |
| 5Y | +13.1% | -97.8% | +111.0% | +20.8% |
| All | +70.0% | -95.8% | +165.8% | +81.4% |
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 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