-21.4%
PFE vs LCID
-97.8%
+76.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.7% | +0.3% |
| 7D | -4.3% | -9.3% | +5.1% | -3.9% |
| 30D | +2.7% | -35.4% | +38.1% | +4.5% |
| 3M | +10.0% | -17.1% | +27.1% | +10.0% |
| 6M | +7.2% | -58.9% | +66.1% | +10.1% |
| YTD | +17.3% | -59.6% | +76.9% | +20.3% |
| 1Y | +20.3% | -78.0% | +98.3% | +26.1% |
| 3Y | -1.6% | -92.7% | +91.1% | +4.4% |
| 5Y | -21.4% | -97.8% | +76.5% | -17.1% |
| All | -21.4% | -97.8% | +76.4% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling