+161.6%
PGR vs LCID
-95.8%
+257.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.1% | +0.2% |
| 7D | -2.7% | -9.3% | +6.7% | -2.7% |
| 30D | +0.7% | -35.4% | +36.1% | +0.5% |
| 3M | +7.7% | -17.1% | +24.8% | +7.8% |
| 6M | +4.3% | -58.9% | +63.2% | +4.4% |
| YTD | +0.7% | -59.6% | +60.3% | +0.8% |
| 1Y | -5.7% | -78.0% | +72.3% | -5.4% |
| 3Y | +73.7% | -92.7% | +166.3% | +75.0% |
| 5Y | +158.4% | -97.8% | +256.2% | +163.6% |
| All | +161.6% | -95.8% | +257.5% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling