-95.3%
LCID vs PEGA
-39.6%
-55.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.7% |
| 7D | +1.8% | -2.4% | +4.2% | +2.8% |
| 30D | -34.2% | +9.6% | -43.9% | -37.0% |
| 3M | -9.1% | +2.3% | -11.5% | -10.7% |
| 6M | -52.6% | -23.9% | -28.7% | -48.0% |
| YTD | -56.2% | -39.8% | -16.4% | -47.9% |
| 1Y | -74.9% | -37.4% | -37.5% | -71.0% |
| 3Y | -92.1% | +53.1% | -145.2% | -94.9% |
| 5Y | -97.6% | -47.2% | -50.3% | -97.1% |
| All | -95.3% | -39.6% | -55.7% | -94.7% |
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