-92.2%
LCID vs PEGA
+55.9%
-148.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -6.6% | +3.3% | -9.9% | -7.4% |
| 30D | -30.1% | +17.7% | -47.9% | -33.3% |
| 3M | -17.6% | +5.8% | -23.4% | -19.5% |
| 6M | -54.4% | -20.3% | -34.2% | -52.7% |
| YTD | -55.7% | -37.1% | -18.6% | -52.0% |
| 1Y | -71.0% | -30.2% | -40.8% | -69.6% |
| All | -92.2% | +55.9% | -148.1% | -93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling