-96.3%
LCID vs PENG
+264.8%
-361.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.3% | -13.0% | -5.3% |
| 7D | +8.9% | +1.9% | +7.0% | +7.9% |
| 30D | +6.8% | -37.8% | +44.6% | +18.0% |
| 3M | -45.2% | -14.1% | -31.1% | -45.3% |
| 6M | -39.1% | +13.1% | -52.3% | -47.8% |
| YTD | -65.3% | +151.8% | -217.1% | -77.4% |
| 1Y | -78.4% | +136.0% | -214.4% | -85.6% |
| 3Y | -90.3% | +217.9% | -308.3% | -94.7% |
| 5Y | -99.2% | +64.1% | -163.3% | -99.5% |
| All | -96.3% | +264.8% | -361.1% | -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