-95.3%
LCID vs PEGA
-37.0%
-58.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -6.6% | +3.3% | -9.9% | -7.9% |
| 30D | -30.1% | +17.7% | -47.9% | -35.1% |
| 3M | -17.6% | +5.8% | -23.4% | -20.1% |
| 6M | -54.4% | -20.3% | -34.2% | -50.9% |
| YTD | -55.7% | -37.1% | -18.6% | -48.2% |
| 1Y | -71.0% | -30.2% | -40.8% | -68.0% |
| 3Y | -92.6% | +48.1% | -140.7% | -95.2% |
| 5Y | -97.6% | -46.8% | -50.8% | -97.2% |
| All | -95.3% | -37.0% | -58.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling