-79.4%
LCID vs PFG
+46.8%
-126.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +4.1% | +7.5% | +8.4% |
| 7D | -1.2% | +4.9% | -6.1% | -4.5% |
| 30D | -19.2% | +5.7% | -24.8% | -22.4% |
| 3M | -56.7% | +2.6% | -59.2% | -57.8% |
| 6M | -49.6% | +19.8% | -69.4% | -57.2% |
| YTD | -68.1% | +36.3% | -104.4% | -77.3% |
| 1Y | -79.4% | +47.9% | -127.3% | -87.4% |
| All | -79.4% | +46.8% | -126.2% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling