+93.9%
PSA vs LCID
-97.1%
+191.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.0% | +0.1% |
| 7D | -1.4% | -10.2% | +8.7% | -1.1% |
| 30D | +15.2% | -10.2% | +25.4% | +15.4% |
| 3M | +2.2% | -54.1% | +56.3% | +4.7% |
| 6M | +11.7% | -53.8% | +65.4% | +13.6% |
| YTD | +32.0% | -72.0% | +104.1% | +36.5% |
| 1Y | +26.3% | -80.5% | +106.8% | +32.2% |
| 3Y | +52.4% | -92.6% | +144.9% | +61.7% |
| 5Y | +26.3% | -99.3% | +125.6% | +34.7% |
| All | +93.9% | -97.1% | +191.0% | +109.1% |
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