-96.4%
LCID vs PENG
+238.5%
-334.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.3% | +0.2% | +7.0% |
| 7D | +20.0% | -3.8% | +23.8% | +20.2% |
| 30D | -5.0% | -40.1% | +35.1% | +6.1% |
| 3M | -48.9% | -21.8% | -27.1% | -47.5% |
| 6M | -43.2% | +3.3% | -46.5% | -50.0% |
| YTD | -65.9% | +133.6% | -199.6% | -77.3% |
| 1Y | -79.2% | +110.7% | -189.9% | -85.7% |
| 3Y | -90.4% | +204.3% | -294.7% | -94.7% |
| 5Y | -99.2% | +54.4% | -153.6% | -99.5% |
| All | -96.4% | +238.5% | -334.9% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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