+38.3%
PCG vs LCID
-96.5%
+134.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.4% | -8.1% | +1.0% |
| 7D | -1.1% | +20.0% | -21.1% | -1.8% |
| 30D | +0.1% | -5.0% | +5.1% | +0.1% |
| 3M | -24.4% | -48.9% | +24.4% | -22.8% |
| 6M | -17.7% | -43.2% | +25.6% | -16.7% |
| YTD | -17.4% | -65.9% | +48.5% | -15.0% |
| 1Y | -19.4% | -79.2% | +59.8% | -15.4% |
| 3Y | -18.6% | -90.4% | +71.8% | -13.8% |
| 5Y | +10.2% | -99.2% | +109.4% | +23.2% |
| All | +38.3% | -96.5% | +134.7% | +62.5% |
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