-95.7%
LCID vs PFGC
+142.6%
-238.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.3% |
| 7D | -9.3% | -3.7% | -5.6% | -7.8% |
| 30D | -35.4% | -16.0% | -19.4% | -30.5% |
| 3M | -17.1% | -4.1% | -12.9% | -15.6% |
| 6M | -58.9% | +8.7% | -67.6% | -60.6% |
| YTD | -59.6% | +6.4% | -66.0% | -61.1% |
| 1Y | -78.0% | -8.4% | -69.6% | -77.4% |
| 3Y | -92.7% | +61.8% | -154.4% | -94.3% |
| 5Y | -97.8% | +108.7% | -206.6% | -98.5% |
| All | -95.7% | +142.6% | -238.3% | -96.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling