+437.5%
PSX vs LCID
-95.4%
+532.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | +0.1% |
| 7D | +4.5% | -6.6% | +11.1% | +4.7% |
| 30D | +26.6% | -30.1% | +56.8% | +27.8% |
| 3M | +39.3% | -17.6% | +56.9% | +39.3% |
| 6M | +56.8% | -54.4% | +111.2% | +59.6% |
| YTD | +101.8% | -55.7% | +157.5% | +105.3% |
| 1Y | +99.6% | -71.0% | +170.6% | +105.5% |
| 3Y | +140.3% | -92.6% | +233.0% | +152.9% |
| 5Y | +339.3% | -97.6% | +436.9% | +366.2% |
| All | +437.5% | -95.4% | +532.9% | +528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling