+36.5%
PCG vs LCID
-96.8%
+133.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.4% | -12.4% | -2.3% |
| 7D | -1.6% | +8.9% | -10.5% | -2.0% |
| 30D | +1.4% | -15.4% | +16.8% | +1.9% |
| 3M | -23.4% | -52.9% | +29.5% | -21.5% |
| 6M | -19.4% | -46.8% | +27.5% | -18.3% |
| YTD | -18.5% | -68.9% | +50.4% | -15.8% |
| 1Y | -19.5% | -81.7% | +62.1% | -15.2% |
| 3Y | -21.0% | -92.4% | +71.4% | -15.6% |
| 5Y | +13.7% | -99.2% | +113.0% | +27.5% |
| All | +36.5% | -96.8% | +133.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 10y: compounded portfolio wealth divided by compounded LCID 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…
10y analysis · Full analysis span regression · 6 months rolling