-96.4%
LCID vs PFG
+248.2%
-344.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.0% | +5.4% | +6.7% |
| 7D | +20.0% | +2.3% | +17.7% | +18.7% |
| 30D | -5.0% | +7.6% | -12.6% | -9.2% |
| 3M | -48.9% | +2.5% | -51.4% | -49.9% |
| 6M | -43.2% | +16.6% | -59.8% | -49.0% |
| YTD | -65.9% | +34.1% | -100.0% | -72.3% |
| 1Y | -79.2% | +44.1% | -123.2% | -83.8% |
| 3Y | -90.4% | +86.3% | -176.7% | -93.7% |
| 5Y | -99.2% | +101.6% | -200.8% | -99.5% |
| All | -96.4% | +248.2% | -344.6% | -97.6% |
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