-23.7%
PPG vs LCID
-97.9%
+74.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.1% | -9.1% | +4.0% | -4.4% |
| 30D | -9.6% | -37.6% | +28.0% | -6.1% |
| 3M | -6.4% | -11.1% | +4.6% | -6.9% |
| 6M | +0.5% | -59.2% | +59.7% | +6.4% |
| YTD | +4.4% | -60.5% | +64.9% | +10.4% |
| 1Y | -0.9% | -78.5% | +77.6% | +9.8% |
| 3Y | -17.0% | -92.8% | +75.9% | -3.3% |
| 5Y | -23.7% | -97.9% | +74.2% | -2.6% |
| All | -23.7% | -97.9% | +74.3% | -2.6% |
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