+14.0%
PFE vs LCID
-96.5%
+110.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -10.0% | -0.8% |
| 7D | -4.7% | +20.0% | -24.7% | -5.3% |
| 30D | +3.4% | -5.0% | +8.4% | +3.4% |
| 3M | +9.2% | -48.9% | +58.1% | +11.3% |
| 6M | +15.8% | -43.2% | +59.0% | +17.0% |
| YTD | +23.4% | -65.9% | +89.4% | +26.3% |
| 1Y | +25.8% | -79.2% | +105.0% | +30.5% |
| 3Y | +17.8% | -90.4% | +108.3% | +22.8% |
| 5Y | -20.2% | -99.2% | +79.0% | -15.4% |
| All | +14.0% | -96.5% | +110.5% | +25.4% |
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