-73.7%
PSKY vs LCID
-96.9%
+23.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -10.6% | +5.8% | -3.0% |
| 7D | -24.6% | -17.4% | -7.1% | -22.1% |
| 30D | -36.1% | -24.8% | -11.4% | -33.0% |
| 3M | -54.8% | -81.1% | +26.3% | -38.4% |
| 6M | -54.8% | -81.1% | +26.3% | -38.4% |
| YTD | -54.8% | -81.1% | +26.3% | -38.4% |
| 1Y | -58.4% | -84.8% | +26.4% | -41.6% |
| 3Y | -40.7% | -94.1% | +53.4% | -11.5% |
| 5Y | -80.0% | -98.7% | +18.7% | -66.2% |
| All | -73.7% | -96.9% | +23.3% | -60.3% |
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