+433.1%
PSX vs LCID
-96.5%
+529.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.5% | +2.7% |
| 7D | -8.0% | +20.0% | -28.0% | -8.5% |
| 30D | -9.0% | -5.0% | -4.0% | -9.0% |
| 3M | +24.7% | -48.9% | +73.6% | +26.8% |
| 6M | +49.3% | -43.2% | +92.6% | +50.6% |
| YTD | +100.2% | -65.9% | +166.1% | +104.8% |
| 1Y | +88.8% | -79.2% | +168.0% | +96.0% |
| 3Y | +152.5% | -90.4% | +242.9% | +164.3% |
| 5Y | +283.2% | -99.2% | +382.4% | +311.4% |
| All | +433.1% | -96.5% | +529.6% | +527.0% |
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