+1,073.0%
PWR vs LCID
-97.1%
+1,170.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.2% | +8.5% | +0.1% |
| 7D | +11.3% | -10.2% | +21.5% | +12.3% |
| 30D | -8.9% | -10.2% | +1.3% | -8.4% |
| 3M | -10.5% | -54.1% | +43.6% | -4.7% |
| 6M | -22.2% | -53.8% | +31.6% | -18.5% |
| YTD | +42.7% | -72.0% | +114.8% | +55.6% |
| 1Y | +41.1% | -80.5% | +121.6% | +58.8% |
| 3Y | +242.7% | -92.6% | +335.3% | +301.7% |
| 5Y | +418.5% | -99.3% | +517.9% | +593.3% |
| All | +1,073.0% | -97.1% | +1,170.1% | +1,509.3% |
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