-97.6%
LCID vs PFG
+110.8%
-208.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +3.0% |
| 7D | -6.6% | +5.5% | -12.1% | -11.1% |
| 30D | -30.1% | +2.4% | -32.5% | -32.0% |
| 3M | -17.6% | +13.6% | -31.2% | -26.4% |
| 6M | -54.4% | +27.9% | -82.3% | -63.4% |
| YTD | -55.7% | +35.6% | -91.3% | -66.2% |
| 1Y | -71.0% | +48.5% | -119.5% | -79.6% |
| 3Y | -92.6% | +66.9% | -159.5% | -95.4% |
| All | -97.6% | +110.8% | -208.5% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling