+14.7%
PFE vs LCID
-96.8%
+111.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -2.0% |
| 7D | -3.7% | +8.9% | -12.6% | -4.0% |
| 30D | +5.0% | -15.4% | +20.4% | +5.4% |
| 3M | +12.2% | -52.9% | +65.0% | +14.7% |
| 6M | +14.6% | -46.8% | +61.4% | +16.0% |
| YTD | +24.1% | -68.9% | +93.0% | +27.4% |
| 1Y | +26.6% | -81.7% | +108.2% | +31.8% |
| 3Y | +14.3% | -92.4% | +106.7% | +19.8% |
| 5Y | -21.9% | -99.2% | +77.3% | -17.0% |
| All | +14.7% | -96.8% | +111.5% | +26.5% |
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