+449.5%
PSX vs LCID
-95.8%
+545.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +0.8% |
| 7D | +1.8% | -9.3% | +11.2% | +2.1% |
| 30D | +21.6% | -35.4% | +57.0% | +23.0% |
| 3M | +46.5% | -17.1% | +63.5% | +46.4% |
| 6M | +62.0% | -58.9% | +120.9% | +65.4% |
| YTD | +106.3% | -59.6% | +165.9% | +110.4% |
| 1Y | +103.0% | -78.0% | +180.9% | +110.6% |
| 3Y | +135.5% | -92.7% | +228.2% | +148.0% |
| 5Y | +368.5% | -97.8% | +466.4% | +398.4% |
| All | +449.5% | -95.8% | +545.3% | +544.2% |
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