-92.6%
LCID vs PEGA
+46.3%
-138.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.5% |
| 7D | -10.2% | +0.1% | -10.3% | -10.4% |
| 30D | -10.2% | -4.1% | -6.0% | -9.1% |
| 3M | -54.1% | -2.8% | -51.3% | -53.8% |
| 6M | -53.8% | -0.4% | -53.3% | -53.9% |
| YTD | -72.0% | -45.4% | -26.7% | -68.7% |
| 1Y | -80.5% | -42.6% | -37.9% | -78.5% |
| 3Y | -92.6% | +45.4% | -138.0% | -94.5% |
| All | -92.6% | +46.3% | -138.9% | -94.5% |
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