-61.2%
PSKY vs LCID
-95.8%
+34.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.8% | +2.4% | -4.4% |
| 7D | -6.8% | -9.3% | +2.5% | -5.7% |
| 30D | +10.2% | -35.4% | +45.6% | +16.3% |
| 3M | +0.3% | -17.1% | +17.4% | +0.1% |
| 6M | -7.8% | -58.9% | +51.2% | +0.3% |
| YTD | -23.0% | -59.6% | +36.6% | -16.9% |
| 1Y | -31.6% | -78.0% | +46.3% | -20.1% |
| 3Y | -21.3% | -92.7% | +71.4% | +0.1% |
| 5Y | -71.5% | -97.8% | +26.4% | -60.2% |
| All | -61.2% | -95.8% | +34.6% | -50.8% |
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