-96.7%
LCID vs PEGA
-45.9%
-50.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +2.1% | -13.4% | -12.2% |
| 7D | +9.2% | -4.6% | +13.8% | +10.9% |
| 30D | -3.0% | -6.8% | +3.8% | 0.0% |
| 3M | -50.2% | +2.6% | -52.8% | -51.0% |
| 6M | -45.8% | -5.4% | -40.5% | -45.2% |
| YTD | -69.2% | -46.0% | -23.2% | -61.7% |
| 1Y | -80.4% | -45.6% | -34.8% | -75.6% |
| 3Y | -91.4% | +43.2% | -134.6% | -94.4% |
| 5Y | -99.3% | -45.3% | -54.0% | -99.2% |
| All | -96.7% | -45.9% | -50.8% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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