-78.1%
LCID vs PFGC
+11.2%
-89.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.0% |
| 7D | +24.8% | +15.0% | +9.8% | +17.3% |
| 30D | -0.5% | +17.0% | -17.5% | -7.4% |
| 3M | -43.0% | -2.5% | -40.5% | -42.9% |
| 6M | -40.5% | +19.2% | -59.7% | -45.1% |
| YTD | -64.3% | +23.4% | -87.8% | -68.3% |
| 1Y | -78.1% | +13.9% | -91.9% | -79.4% |
| All | -78.1% | +11.2% | -89.3% | -79.4% |
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