-95.3%
LCID vs PFGC
+150.2%
-245.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -6.6% | -2.2% | -4.4% | -5.7% |
| 30D | -30.1% | -11.9% | -18.2% | -26.3% |
| 3M | -17.6% | +5.0% | -22.6% | -19.6% |
| 6M | -54.4% | +8.6% | -63.0% | -56.2% |
| YTD | -55.7% | +9.7% | -65.4% | -57.9% |
| 1Y | -71.0% | -6.3% | -64.7% | -70.6% |
| 3Y | -92.6% | +58.2% | -150.9% | -94.2% |
| 5Y | -97.6% | +110.4% | -208.0% | -98.3% |
| All | -95.3% | +150.2% | -245.5% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling