-76.1%
LCID vs PFG
+49.1%
-125.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | 0.0% |
| 7D | +1.8% | +6.0% | -4.2% | -3.4% |
| 30D | -34.2% | +2.2% | -36.5% | -35.7% |
| 3M | -9.1% | +10.4% | -19.5% | -16.4% |
| 6M | -52.6% | +27.8% | -80.4% | -62.1% |
| YTD | -56.2% | +33.6% | -89.8% | -66.9% |
| All | -76.1% | +49.1% | -125.3% | -83.6% |
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 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