-95.7%
LCID vs PFG
+244.1%
-339.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.9% | -6.9% | -7.2% |
| 7D | -9.3% | +3.2% | -12.6% | -11.6% |
| 30D | -35.4% | +0.9% | -36.3% | -36.1% |
| 3M | -17.1% | +7.7% | -24.8% | -21.4% |
| 6M | -58.9% | +29.0% | -87.9% | -65.7% |
| YTD | -59.6% | +32.5% | -92.1% | -66.9% |
| 1Y | -78.0% | +47.3% | -125.3% | -83.2% |
| 3Y | -92.7% | +68.2% | -160.9% | -94.9% |
| 5Y | -97.8% | +108.5% | -206.3% | -98.6% |
| All | -95.7% | +244.1% | -339.8% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling