+458.2%
PSX vs LCID
-97.1%
+555.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.2% | +10.0% | +1.0% |
| 7D | +7.8% | -10.2% | +18.0% | +8.0% |
| 30D | -10.9% | -10.2% | -0.7% | -10.8% |
| 3M | +14.5% | -54.1% | +68.6% | +16.6% |
| 6M | +56.1% | -53.8% | +109.9% | +58.2% |
| YTD | +109.6% | -72.0% | +181.6% | +115.4% |
| 1Y | +95.5% | -80.5% | +176.0% | +103.1% |
| 3Y | +156.2% | -92.6% | +248.7% | +169.7% |
| 5Y | +310.0% | -99.3% | +409.3% | +342.1% |
| All | +458.2% | -97.1% | +555.3% | +559.3% |
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