-74.9%
LCID vs PEGA
-35.6%
-39.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.2% |
| 7D | +1.8% | -2.4% | +4.2% | +2.5% |
| 30D | -34.2% | +9.6% | -43.9% | -36.2% |
| 3M | -9.1% | +2.3% | -11.5% | -11.9% |
| 6M | -52.6% | -23.9% | -28.7% | -52.2% |
| YTD | -56.2% | -39.8% | -16.4% | -56.2% |
| 1Y | -74.9% | -37.4% | -37.5% | -75.2% |
| All | -74.9% | -35.6% | -39.3% | -75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling