-96.4%
LCID vs PEGA
-47.4%
-48.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.9% | +13.3% | +11.1% |
| 7D | +20.0% | -10.0% | +30.0% | +25.2% |
| 30D | -5.0% | -12.7% | +7.7% | +0.8% |
| 3M | -48.9% | -4.6% | -44.3% | -48.1% |
| 6M | -43.2% | -13.1% | -30.1% | -40.4% |
| YTD | -65.9% | -47.6% | -18.4% | -57.1% |
| 1Y | -79.2% | -47.0% | -32.1% | -73.8% |
| 3Y | -90.4% | +42.0% | -132.4% | -93.7% |
| 5Y | -99.2% | -47.8% | -51.4% | -99.1% |
| All | -96.4% | -47.4% | -48.9% | -95.6% |
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