-71.0%
LCID vs PFGC
-5.1%
-65.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -6.6% | -2.2% | -4.4% | -5.8% |
| 30D | -30.1% | -11.9% | -18.2% | -26.9% |
| 3M | -17.6% | +5.0% | -22.6% | -18.9% |
| 6M | -54.4% | +8.6% | -63.0% | -55.6% |
| YTD | -55.7% | +9.7% | -65.4% | -57.4% |
| 1Y | -71.0% | -6.3% | -64.7% | -70.8% |
| All | -71.0% | -5.1% | -65.9% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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